+82.5%
FN vs ZYBT
-58.4%
+140.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +5.8% | -3.7% | +9.5% | +5.8% |
| 30D | -20.6% | -12.8% | -7.9% | -20.6% |
| 3M | -28.6% | +76.2% | -104.8% | -31.1% |
| 6M | -20.7% | +109.3% | -130.0% | -24.7% |
| YTD | -8.1% | +36.5% | -44.7% | -11.6% |
| 1Y | +13.3% | -84.0% | +97.3% | +14.8% |
| All | +82.5% | -58.4% | +140.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling