-39.3%
FND vs ZYBT
-83.2%
+43.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | -5.2% | -6.9% | +1.7% | -5.3% |
| 30D | -19.9% | -31.8% | +11.9% | -20.0% |
| 3M | +2.7% | +94.0% | -91.3% | +7.8% |
| 6M | -21.7% | +99.0% | -120.7% | -18.1% |
| YTD | -17.5% | +40.0% | -57.5% | -13.2% |
| 1Y | -39.3% | -79.5% | +40.2% | -34.5% |
| All | -39.3% | -83.2% | +43.9% | -34.5% |
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