+47.4%
MOD vs ZYBT
-57.8%
+105.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.6% |
| 7D | -3.9% | -2.5% | -1.5% | -3.9% |
| 30D | -9.6% | -1.2% | -8.4% | -9.6% |
| 3M | -30.6% | +76.7% | -107.2% | -30.5% |
| 6M | -10.9% | +103.6% | -114.5% | -12.2% |
| YTD | +34.3% | +38.3% | -4.0% | +33.9% |
| 1Y | +18.3% | -84.7% | +103.0% | +26.6% |
| All | +47.4% | -57.8% | +105.2% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling