+14.6%
EQT vs ZYBT
-58.9%
+73.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -2.0% | -3.7% | +1.7% | -2.0% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | +5.9% | +72.2% | -66.3% | +7.0% |
| 6M | -14.8% | +103.1% | -117.9% | -13.9% |
| YTD | +1.8% | +34.8% | -33.0% | +2.8% |
| 1Y | +7.4% | -83.2% | +90.5% | +8.7% |
| All | +14.6% | -58.9% | +73.5% | +12.3% |
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