+33.9%
M vs ZYBT
-57.8%
+91.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.7% |
| 7D | -8.8% | -2.5% | -6.3% | -8.8% |
| 30D | -16.4% | -1.2% | -15.2% | -16.4% |
| 3M | -10.8% | +76.7% | -87.5% | -9.7% |
| 6M | +16.1% | +103.6% | -87.5% | +16.5% |
| YTD | -5.3% | +38.3% | -43.5% | -4.4% |
| 1Y | +24.9% | -84.7% | +109.6% | +31.0% |
| All | +33.9% | -57.8% | +91.7% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling