+16.5%
EQT vs ZYBT
-57.8%
+74.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -1.2% | -2.5% | +1.3% | -1.2% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +4.8% | +76.7% | -71.9% | +5.9% |
| 6M | -10.6% | +103.6% | -114.2% | -9.7% |
| YTD | +3.4% | +38.3% | -34.8% | +4.5% |
| 1Y | +8.7% | -84.7% | +93.4% | +10.2% |
| All | +16.5% | -57.8% | +74.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling