+65.1%
FIVE vs ZYBT
-83.2%
+148.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.1% |
| 7D | +4.3% | -6.9% | +11.2% | +4.3% |
| 30D | +12.5% | -31.8% | +44.3% | +12.5% |
| 3M | +31.2% | +94.0% | -62.7% | +30.6% |
| 6M | +14.4% | +99.0% | -84.6% | +13.3% |
| YTD | +33.9% | +40.0% | -6.1% | +33.1% |
| 1Y | +65.1% | -79.5% | +144.6% | +65.2% |
| All | +65.1% | -83.2% | +148.3% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling