-4.9%
FTV vs ZYBT
-57.8%
+52.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | -5.2% | -2.5% | -2.7% | -5.2% |
| 30D | -11.5% | -1.2% | -10.3% | -11.5% |
| 3M | -9.0% | +76.7% | -85.7% | -8.1% |
| 6M | -2.0% | +103.6% | -105.6% | -1.4% |
| YTD | -0.9% | +38.3% | -39.2% | +0.1% |
| 1Y | +14.8% | -84.7% | +99.5% | +19.6% |
| All | -4.9% | -57.8% | +52.9% | -10.1% |
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