+265.9%
FIX vs ZYBT
-58.1%
+324.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.4% |
| 7D | +6.1% | -4.2% | +10.3% | +6.1% |
| 30D | -2.7% | -16.4% | +13.7% | -2.6% |
| 3M | -10.9% | +82.9% | -93.8% | -12.9% |
| 6M | +29.0% | +110.7% | -81.7% | +25.2% |
| YTD | +76.9% | +37.4% | +39.5% | +72.8% |
| 1Y | +130.7% | -80.6% | +211.4% | +131.3% |
| All | +265.9% | -58.1% | +324.0% | +252.5% |
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 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