+148.6%
FIVE vs ZYBT
-58.1%
+206.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | +3.7% | -4.2% | +7.9% | +3.7% |
| 30D | +4.0% | -16.4% | +20.4% | +4.0% |
| 3M | +36.2% | +82.9% | -46.6% | +34.4% |
| 6M | +18.0% | +110.7% | -92.6% | +14.1% |
| YTD | +34.9% | +37.4% | -2.5% | +32.8% |
| 1Y | +67.9% | -80.6% | +148.5% | +78.7% |
| All | +148.6% | -58.1% | +206.7% | +134.3% |
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