-9.9%
IR vs ZYBT
-79.2%
+69.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -4.5% | -3.7% | -0.8% | -4.5% |
| 30D | -13.9% | 0.0% | -13.9% | -13.9% |
| 3M | -0.3% | +72.2% | -72.6% | +2.2% |
| 6M | -14.3% | +103.1% | -117.5% | -11.9% |
| YTD | -7.9% | +34.8% | -42.7% | -5.2% |
| 1Y | -9.9% | -83.2% | +73.3% | -7.2% |
| All | -9.9% | -79.2% | +69.3% | -7.2% |
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