+57.3%
FFIV vs ZYBT
-58.4%
+115.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +3.5% | -3.7% | +7.1% | +3.5% |
| 30D | -1.3% | -12.8% | +11.5% | -1.3% |
| 3M | +2.4% | +76.2% | -73.8% | +1.5% |
| 6M | +41.8% | +109.3% | -67.5% | +39.2% |
| YTD | +58.5% | +36.5% | +22.0% | +56.9% |
| 1Y | +24.3% | -84.0% | +108.4% | +27.2% |
| All | +57.3% | -58.4% | +115.6% | +50.5% |
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 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