+36.6%
ES vs ZYBT
-58.1%
+94.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.6% |
| 7D | +1.4% | -4.2% | +5.6% | +1.4% |
| 30D | -1.2% | -16.4% | +15.2% | -1.2% |
| 3M | +5.0% | +82.9% | -77.9% | +5.8% |
| 6M | -2.8% | +110.7% | -113.5% | -1.9% |
| YTD | +8.6% | +37.4% | -28.8% | +9.4% |
| 1Y | +18.9% | -80.6% | +99.6% | +19.1% |
| All | +36.6% | -58.1% | +94.7% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling