+0.7%
FPS vs ZYBT
+81.3%
-80.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.0% | -5.8% |
| 7D | -4.6% | -2.5% | -2.1% | -4.6% |
| 30D | -22.6% | -1.2% | -21.3% | -22.6% |
| 3M | -45.1% | +76.7% | -121.8% | -42.6% |
| 6M | -17.8% | +103.6% | -121.4% | -12.5% |
| All | +0.7% | +81.3% | -80.6% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling