+24.9%
ESI vs ZYBT
-42.3%
+67.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.9% | -4.6% |
| 7D | -6.6% | -3.5% | -3.0% | -6.6% |
| 30D | -10.9% | +15.1% | -26.0% | -10.9% |
| 3M | -13.8% | +7.0% | -20.9% | -13.7% |
| 6M | -21.5% | +37.7% | -59.2% | -18.3% |
| YTD | +34.7% | +19.1% | +15.5% | +38.3% |
| 1Y | +24.9% | -38.3% | +63.2% | +37.4% |
| All | +24.9% | -42.3% | +67.2% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling