+77.8%
FN vs ZYBT
-57.3%
+135.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.1% |
| 7D | -1.7% | -6.9% | +5.3% | -1.7% |
| 30D | -22.0% | -31.8% | +9.8% | -21.9% |
| 3M | -43.0% | +94.0% | -137.0% | -45.2% |
| 6M | -27.7% | +99.0% | -126.8% | -31.1% |
| YTD | -10.5% | +40.0% | -50.5% | -13.9% |
| 1Y | +12.5% | -79.5% | +92.0% | +13.2% |
| All | +77.8% | -57.3% | +135.1% | +74.7% |
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