-43.8%
FLNC vs ZYBT
-58.9%
+15.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | -4.1% | -3.7% | -0.3% | -4.1% |
| 30D | -24.8% | 0.0% | -24.8% | -24.8% |
| 3M | -59.1% | +72.2% | -131.3% | -59.6% |
| 6M | -42.0% | +103.1% | -145.1% | -42.9% |
| YTD | -49.8% | +34.8% | -84.6% | -50.6% |
| 1Y | +43.1% | -83.2% | +126.3% | +40.9% |
| All | -43.8% | -58.9% | +15.1% | -51.3% |
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