+40.7%
FAST vs ZYBT
-57.8%
+98.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -0.4% | -2.5% | +2.0% | -0.5% |
| 30D | -6.4% | -1.2% | -5.2% | -6.4% |
| 3M | +7.1% | +76.7% | -69.6% | +8.6% |
| 6M | +7.0% | +103.6% | -96.6% | +8.2% |
| YTD | +24.1% | +38.3% | -14.1% | +26.0% |
| 1Y | +4.4% | -84.7% | +89.1% | +8.6% |
| All | +40.7% | -57.8% | +98.5% | +36.5% |
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