+38.8%
M vs ZYBT
-83.2%
+122.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | +4.7% | -6.9% | +11.7% | +4.7% |
| 30D | -9.6% | -31.8% | +22.1% | -9.7% |
| 3M | +0.9% | +94.0% | -93.1% | +2.6% |
| 6M | +22.3% | +99.0% | -76.7% | +23.6% |
| YTD | +6.5% | +40.0% | -33.5% | +7.5% |
| 1Y | +38.8% | -79.5% | +118.3% | +37.1% |
| All | +38.8% | -83.2% | +122.0% | +37.1% |
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 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