+136.1%
FIVE vs ZYBT
-57.8%
+193.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -2.4% |
| 7D | +0.6% | -2.5% | +3.0% | +0.6% |
| 30D | +3.0% | -1.2% | +4.2% | +3.0% |
| 3M | +23.2% | +76.7% | -53.5% | +21.7% |
| 6M | +9.2% | +103.6% | -94.4% | +5.7% |
| YTD | +28.1% | +38.3% | -10.2% | +26.1% |
| 1Y | +65.3% | -84.7% | +150.0% | +78.5% |
| All | +136.1% | -57.8% | +193.9% | +122.5% |
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 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