+139.3%
FIVE vs ZYBT
-58.9%
+198.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | -3.0% | -3.7% | +0.7% | -3.0% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +21.1% | +72.2% | -51.1% | +19.7% |
| 6M | +11.9% | +103.1% | -91.2% | +8.3% |
| YTD | +29.9% | +34.8% | -4.9% | +27.8% |
| 1Y | +67.8% | -83.2% | +151.0% | +80.1% |
| All | +139.3% | -58.9% | +198.2% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling