+162.3%
FLEX vs ZYBT
-57.8%
+220.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | -11.8% | -1.2% | -10.5% | -11.8% |
| 3M | -22.6% | +76.7% | -99.2% | -23.3% |
| 6M | +77.3% | +103.6% | -26.3% | +73.1% |
| YTD | +78.8% | +38.3% | +40.5% | +76.5% |
| 1Y | +86.1% | -84.7% | +170.8% | +95.1% |
| All | +162.3% | -57.8% | +220.1% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling