+26.3%
ETN vs ZYBT
-58.9%
+85.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.0% |
| 7D | +3.5% | -3.7% | +7.3% | +3.5% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | +8.3% | +72.2% | -63.9% | +7.8% |
| 6M | +20.2% | +103.1% | -83.0% | +18.8% |
| YTD | +34.7% | +34.8% | -0.1% | +33.8% |
| 1Y | +19.4% | -83.2% | +102.6% | +21.2% |
| All | +26.3% | -58.9% | +85.2% | +23.6% |
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