+30.9%
ES vs ZYBT
-58.9%
+89.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -3.6% | -3.7% | +0.2% | -3.6% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | +0.1% | +72.2% | -72.1% | +0.9% |
| 6M | -6.2% | +103.1% | -109.4% | -5.4% |
| YTD | +4.1% | +34.8% | -30.7% | +4.9% |
| 1Y | +10.2% | -83.2% | +93.3% | +10.3% |
| All | +30.9% | -58.9% | +89.8% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling