-10.4%
ESTC vs ZYBT
-58.1%
+47.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.7% |
| 7D | -4.3% | -4.2% | -0.1% | -4.3% |
| 30D | +17.7% | -16.4% | +34.1% | +17.8% |
| 3M | +42.3% | +82.9% | -40.6% | +39.4% |
| 6M | +64.6% | +110.7% | -46.1% | +60.1% |
| YTD | +17.2% | +37.4% | -20.2% | +14.7% |
| 1Y | -4.2% | -80.6% | +76.4% | -3.9% |
| All | -10.4% | -58.1% | +47.7% | -16.8% |
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