+35.1%
ESI vs ZYBT
-57.8%
+92.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.5% |
| 7D | -2.3% | -2.5% | +0.1% | -2.3% |
| 30D | -9.0% | -1.2% | -7.8% | -9.0% |
| 3M | -13.3% | +76.7% | -89.9% | -11.7% |
| 6M | +5.3% | +103.6% | -98.3% | +5.2% |
| YTD | +37.6% | +38.3% | -0.6% | +39.4% |
| 1Y | +33.6% | -84.7% | +118.3% | +45.8% |
| All | +35.1% | -57.8% | +92.9% | +32.8% |
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 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