+23.1%
EXC vs ZYBT
-57.8%
+81.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.6% | -2.5% | +0.8% | -1.6% |
| 30D | -2.4% | -1.2% | -1.1% | -2.4% |
| 3M | -4.0% | +76.7% | -80.6% | -3.3% |
| 6M | -9.8% | +103.6% | -113.4% | -9.0% |
| YTD | +2.3% | +38.3% | -36.0% | +3.1% |
| 1Y | +3.8% | -84.7% | +88.6% | +4.4% |
| All | +23.1% | -57.8% | +81.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling