+96.4%
ELAN vs ZYBT
-58.9%
+155.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | -5.4% | -3.7% | -1.7% | -5.4% |
| 30D | +4.7% | 0.0% | +4.7% | +4.7% |
| 3M | -3.7% | +72.2% | -75.9% | -1.3% |
| 6M | -1.2% | +103.1% | -104.3% | +0.9% |
| YTD | +2.4% | +34.8% | -32.4% | +4.9% |
| 1Y | +23.4% | -83.2% | +106.5% | +29.1% |
| All | +96.4% | -58.9% | +155.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling