+58.2%
MOD vs ZYBT
-58.1%
+116.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | +6.3% | -4.2% | +10.6% | +6.3% |
| 30D | -1.7% | -16.4% | +14.7% | -1.7% |
| 3M | -30.1% | +82.9% | -113.0% | -30.2% |
| 6M | +2.7% | +110.7% | -108.0% | +1.1% |
| YTD | +44.1% | +37.4% | +6.7% | +43.6% |
| 1Y | +38.7% | -80.6% | +119.3% | +47.2% |
| All | +58.2% | -58.1% | +116.2% | +58.1% |
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 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