+34.6%
ES vs ZYBT
-58.4%
+93.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.5% |
| 7D | 0.0% | -3.7% | +3.7% | 0.0% |
| 30D | -1.0% | -12.8% | +11.8% | -1.0% |
| 3M | +1.5% | +76.2% | -74.7% | +2.3% |
| 6M | -3.5% | +109.3% | -112.8% | -2.6% |
| YTD | +7.0% | +36.5% | -29.5% | +7.8% |
| 1Y | +15.3% | -84.0% | +99.3% | +15.4% |
| All | +34.6% | -58.4% | +93.0% | +28.3% |
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