-5.2%
EME vs ZYBT
-37.7%
+32.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.9% | -9.6% |
| 7D | -5.8% | -3.5% | -2.3% | -5.8% |
| 30D | -17.9% | +15.1% | -33.0% | -17.9% |
| 3M | -22.0% | +7.0% | -29.0% | -22.0% |
| 6M | -29.7% | +37.7% | -67.4% | -28.5% |
| YTD | +4.7% | +19.1% | -14.4% | +4.5% |
| All | -5.2% | -37.7% | +32.6% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling