+26.5%
ET vs ZYBT
-57.8%
+84.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.2% |
| 7D | +1.4% | -2.5% | +3.8% | +1.4% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | +16.0% | +76.7% | -60.6% | +16.2% |
| 6M | +22.8% | +103.6% | -80.8% | +22.7% |
| YTD | +38.9% | +38.3% | +0.6% | +39.1% |
| 1Y | +34.1% | -84.7% | +118.8% | +36.8% |
| All | +26.5% | -57.8% | +84.3% | +20.7% |
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