+43.1%
FN vs ZYBT
-60.2%
+103.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -16.5% | -2.0% | -14.6% | -16.5% |
| 3M | -42.1% | -2.0% | -40.1% | -42.1% |
| 6M | -52.9% | +56.4% | -109.3% | -54.4% |
| YTD | -28.0% | +30.4% | -58.4% | -30.7% |
| 1Y | -18.5% | -30.2% | +11.7% | -20.2% |
| All | +43.1% | -60.2% | +103.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling