-7.6%
ELF vs ZYBT
-60.2%
+52.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +9.1% | -2.0% | +11.1% | +9.1% |
| 3M | +28.2% | -2.0% | +30.1% | +28.1% |
| 6M | +119.5% | +56.4% | +63.1% | +104.0% |
| YTD | +55.2% | +30.4% | +24.7% | +44.1% |
| 1Y | +58.6% | -30.2% | +88.8% | +50.2% |
| All | -7.6% | -60.2% | +52.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling