+147.8%
EWY vs ZYBT
-79.2%
+227.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.8% | +3.3% |
| 7D | -0.1% | -3.7% | +3.6% | -0.1% |
| 30D | +7.3% | 0.0% | +7.3% | +7.3% |
| 3M | -5.1% | +72.2% | -77.4% | -4.5% |
| 6M | +42.1% | +103.1% | -61.1% | +41.4% |
| YTD | +94.1% | +34.8% | +59.3% | +94.9% |
| 1Y | +147.8% | -83.2% | +231.0% | +162.6% |
| All | +147.8% | -79.2% | +227.1% | +162.6% |
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 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