+57.7%
GEV vs ZYBT
-83.2%
+140.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +3.3% | -6.9% | +10.2% | +3.3% |
| 30D | -7.5% | -31.8% | +24.3% | -7.4% |
| 3M | -2.2% | +94.0% | -96.1% | -3.7% |
| 6M | +12.1% | +99.0% | -86.9% | +8.5% |
| YTD | +44.4% | +40.0% | +4.4% | +42.0% |
| 1Y | +57.7% | -79.5% | +137.2% | +69.4% |
| All | +57.7% | -83.2% | +140.9% | +69.4% |
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