+76.3%
FN vs ZYBT
-57.8%
+134.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | +2.3% | -2.5% | +4.7% | +2.3% |
| 30D | -23.2% | -1.2% | -21.9% | -23.2% |
| 3M | -30.4% | +76.7% | -107.1% | -32.8% |
| 6M | -25.6% | +103.6% | -129.2% | -29.2% |
| YTD | -11.3% | +38.3% | -49.5% | -14.7% |
| 1Y | +8.4% | -84.7% | +93.1% | +10.0% |
| All | +76.3% | -57.8% | +134.1% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling