+31.6%
FDS vs ZYBT
-42.3%
+74.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.9% |
| 7D | +9.4% | -3.5% | +13.0% | +9.4% |
| 30D | +23.8% | +15.1% | +8.7% | +23.8% |
| 3M | +25.1% | +7.0% | +18.1% | +25.2% |
| 6M | +53.8% | +37.7% | +16.1% | +56.0% |
| YTD | +19.6% | +19.1% | +0.4% | +22.0% |
| 1Y | +31.6% | -38.3% | +69.9% | +33.1% |
| All | +31.6% | -42.3% | +74.0% | +33.1% |
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