+60.1%
MOD vs ZYBT
-57.3%
+117.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.3% |
| 7D | +9.6% | -6.9% | +16.5% | +9.6% |
| 30D | 0.0% | -31.8% | +31.8% | 0.0% |
| 3M | -35.4% | +94.0% | -129.3% | -35.5% |
| 6M | -7.3% | +99.0% | -106.3% | -8.5% |
| YTD | +45.8% | +40.0% | +5.8% | +45.3% |
| 1Y | +43.1% | -79.5% | +122.7% | +51.8% |
| All | +60.1% | -57.3% | +117.4% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling