-17.3%
IR vs ZYBT
-58.4%
+41.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -1.9% | -3.7% | +1.8% | -1.9% |
| 30D | -15.0% | -12.8% | -2.3% | -15.1% |
| 3M | -0.4% | +76.2% | -76.6% | +1.5% |
| 6M | -15.0% | +109.3% | -124.4% | -14.1% |
| YTD | -7.1% | +36.5% | -43.6% | -5.3% |
| 1Y | -7.5% | -84.0% | +76.5% | -1.6% |
| All | -17.3% | -58.4% | +41.0% | -19.4% |
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 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