+26.8%
FE vs ZYBT
-58.1%
+84.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | +0.6% | -4.2% | +4.9% | +0.6% |
| 30D | -2.1% | -16.4% | +14.3% | -2.2% |
| 3M | +2.6% | +82.9% | -80.2% | +2.8% |
| 6M | -6.8% | +110.7% | -117.4% | -6.4% |
| YTD | +6.9% | +37.4% | -30.5% | +7.1% |
| 1Y | +11.6% | -80.6% | +92.2% | +11.2% |
| All | +26.8% | -58.1% | +84.9% | +29.4% |
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