+23.7%
JBL vs ZYBT
-42.3%
+66.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.1% | -4.8% |
| 7D | -11.1% | -3.5% | -7.6% | -11.1% |
| 30D | -14.1% | +15.1% | -29.2% | -14.1% |
| 3M | -23.9% | +7.0% | -31.0% | -24.0% |
| 6M | -24.1% | +37.7% | -61.8% | -23.6% |
| YTD | +13.5% | +19.1% | -5.7% | +11.6% |
| 1Y | +23.7% | -38.3% | +62.0% | +28.5% |
| All | +23.7% | -42.3% | +66.0% | +28.5% |
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