+7.2%
FLR vs ZYBT
-58.9%
+66.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | -3.5% | -3.7% | +0.2% | -3.5% |
| 30D | +4.2% | 0.0% | +4.2% | +4.2% |
| 3M | +8.1% | +72.2% | -64.1% | +6.6% |
| 6M | +21.5% | +103.1% | -81.6% | +18.2% |
| YTD | +36.8% | +34.8% | +2.0% | +34.4% |
| 1Y | +31.2% | -83.2% | +114.4% | +35.1% |
| All | +7.2% | -58.9% | +66.1% | -0.7% |
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