-24.1%
ELF vs ZYBT
-58.9%
+34.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | -11.6% | -3.7% | -7.9% | -11.6% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +59.7% | +72.2% | -12.5% | +48.2% |
| 6M | +21.2% | +103.1% | -81.9% | +11.5% |
| YTD | +27.4% | +34.8% | -7.3% | +18.4% |
| 1Y | -29.8% | -83.2% | +53.4% | -30.7% |
| All | -24.1% | -58.9% | +34.8% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling