+259.2%
EWY vs ZYBT
-58.9%
+318.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 6M | +42.1% | +103.1% | -61.1% | +40.6% |
| YTD | +94.1% | +34.8% | +59.3% | +93.1% |
| 1Y | +147.8% | -83.2% | +231.0% | +153.4% |
| All | +259.2% | -58.9% | +318.1% | +245.9% |
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