-22.6%
FPS vs ZYBT
+56.2%
-78.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.6% | -17.3% |
| 7D | -23.3% | -3.5% | -19.8% | -23.3% |
| 30D | -42.4% | +15.1% | -57.5% | -42.4% |
| 3M | -43.0% | +7.0% | -50.1% | -43.0% |
| 6M | -44.5% | +37.7% | -82.2% | -41.8% |
| All | -22.6% | +56.2% | -78.8% | -18.5% |
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