+28.9%
MOD vs ZYBT
-79.2%
+108.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.6% |
| 7D | -2.8% | -3.7% | +1.0% | -2.8% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -30.3% | +72.2% | -102.5% | -29.3% |
| 6M | -5.6% | +103.1% | -108.8% | -6.5% |
| YTD | +41.8% | +34.8% | +7.0% | +42.9% |
| 1Y | +28.9% | -83.2% | +112.1% | +46.2% |
| All | +28.9% | -79.2% | +108.1% | +46.2% |
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