-20.9%
FN vs ZYBT
-29.9%
+9.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.1% |
| 7D | +20.8% | +8.7% | +12.1% | +20.7% |
| 30D | -17.3% | +1.4% | -18.6% | -17.3% |
| 3M | -38.1% | -3.2% | -34.9% | -38.2% |
| 6M | -44.2% | +48.5% | -92.7% | -44.0% |
| YTD | -22.3% | +30.4% | -52.7% | -23.8% |
| 1Y | -20.9% | -30.6% | +9.6% | -12.2% |
| All | -20.9% | -29.9% | +9.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling