+47.2%
EXPD vs ZYBT
-42.3%
+89.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.5% | -3.2% |
| 7D | +0.3% | -3.5% | +3.8% | +0.3% |
| 30D | +1.8% | +15.1% | -13.3% | +1.9% |
| 3M | +8.9% | +7.0% | +1.9% | +9.1% |
| 6M | +42.2% | +37.7% | +4.5% | +45.8% |
| YTD | +33.4% | +19.1% | +14.2% | +39.8% |
| 1Y | +47.2% | -38.3% | +85.5% | +63.1% |
| All | +47.2% | -42.3% | +89.5% | +63.1% |
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