-21.7%
ELF vs ZYBT
-58.4%
+36.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.1% |
| 7D | -6.8% | -3.7% | -3.1% | -6.8% |
| 30D | +5.1% | -12.8% | +17.9% | +5.2% |
| 3M | +79.8% | +76.2% | +3.6% | +66.8% |
| 6M | +29.7% | +109.3% | -79.6% | +19.2% |
| YTD | +31.6% | +36.5% | -4.9% | +22.3% |
| 1Y | -27.9% | -84.0% | +56.1% | -28.7% |
| All | -21.7% | -58.4% | +36.7% | -31.4% |
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