+82.9%
JCI vs ZYBT
-57.8%
+140.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | +0.4% | -2.5% | +2.9% | +0.4% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | +2.8% | +76.7% | -73.9% | +3.4% |
| 6M | +7.2% | +103.6% | -96.3% | +7.1% |
| YTD | +20.0% | +38.3% | -18.3% | +20.4% |
| 1Y | +33.3% | -84.7% | +118.0% | +38.0% |
| All | +82.9% | -57.8% | +140.7% | +80.1% |
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