+11.5%
MOD vs ZYBT
-60.2%
+71.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.9% | +27.9% |
| 7D | +40.4% | 0.0% | +40.4% | +40.4% |
| 30D | -14.0% | -2.0% | -12.0% | -14.0% |
| 3M | -33.3% | -2.0% | -31.4% | -33.3% |
| 6M | -51.4% | +56.4% | -107.8% | -51.2% |
| YTD | +1.6% | +30.4% | -28.8% | +1.3% |
| 1Y | +5.4% | -30.2% | +35.6% | +7.5% |
| All | +11.5% | -60.2% | +71.8% | +11.5% |
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 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