+121.5%
FIX vs ZYBT
-79.2%
+200.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.3% |
| 7D | +5.0% | -3.7% | +8.7% | +5.0% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | -8.2% | +72.2% | -80.5% | -9.2% |
| 6M | +20.3% | +103.1% | -82.9% | +16.4% |
| YTD | +81.4% | +34.8% | +46.6% | +78.7% |
| 1Y | +121.5% | -83.2% | +204.7% | +133.4% |
| All | +121.5% | -79.2% | +200.7% | +133.4% |
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 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