-37.8%
FDS vs ZYBT
-58.4%
+20.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -8.8% | -3.7% | -5.1% | -8.8% |
| 30D | -1.4% | -12.8% | +11.4% | -1.4% |
| 3M | +13.9% | +76.2% | -62.3% | +14.5% |
| 6M | +27.4% | +109.3% | -81.9% | +27.6% |
| YTD | -2.5% | +36.5% | -39.0% | -2.0% |
| 1Y | -23.8% | -84.0% | +60.2% | -21.7% |
| All | -37.8% | -58.4% | +20.5% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling