-42.2%
FDS vs ZYBT
-58.9%
+16.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -14.0% | -3.7% | -10.3% | -14.0% |
| 30D | -6.2% | 0.0% | -6.2% | -6.2% |
| 3M | +10.2% | +72.2% | -62.1% | +10.8% |
| 6M | +27.4% | +103.1% | -75.7% | +27.7% |
| YTD | -9.3% | +34.8% | -44.0% | -8.8% |
| 1Y | -28.6% | -83.2% | +54.5% | -26.7% |
| All | -42.2% | -58.9% | +16.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling