+59.1%
F vs ZYBT
-58.9%
+118.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.6% |
| 7D | -4.4% | -3.7% | -0.7% | -4.5% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | -4.0% | +72.2% | -76.2% | -2.7% |
| 6M | +18.1% | +103.1% | -85.1% | +18.6% |
| YTD | +10.2% | +34.8% | -24.6% | +11.5% |
| 1Y | +24.3% | -83.2% | +107.5% | +31.1% |
| All | +59.1% | -58.9% | +118.0% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling