+71.1%
GOOGL vs ZYBT
-57.8%
+129.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -2.8% | -2.5% | -0.4% | -2.8% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | -6.6% | +76.7% | -83.3% | -8.1% |
| 6M | +8.5% | +103.6% | -95.1% | +5.9% |
| YTD | +6.5% | +38.3% | -31.8% | +4.7% |
| 1Y | +39.4% | -84.7% | +124.1% | +42.9% |
| All | +71.1% | -57.8% | +129.0% | +58.3% |
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