-50.2%
FND vs ZYBT
-58.9%
+8.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -5.8% | -3.7% | -2.0% | -5.8% |
| 30D | -20.2% | 0.0% | -20.2% | -20.2% |
| 3M | -12.0% | +72.2% | -84.2% | -8.1% |
| 6M | -18.5% | +103.1% | -121.7% | -15.8% |
| YTD | -22.3% | +34.8% | -57.0% | -19.0% |
| 1Y | -47.6% | -83.2% | +35.5% | -43.2% |
| All | -50.2% | -58.9% | +8.7% | -46.2% |
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 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