-79.9%
FIG vs ZYBT
-71.6%
-8.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +4.8% |
| 7D | -3.8% | -3.7% | -0.1% | -3.8% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | +20.0% | +72.2% | -52.3% | +19.4% |
| 6M | -16.7% | +103.1% | -119.8% | -18.0% |
| YTD | -37.9% | +34.8% | -72.7% | -37.8% |
| 1Y | -58.5% | -83.2% | +24.6% | -56.3% |
| All | -79.9% | -71.6% | -8.3% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling