-12.3%
MOD vs ZYBT
-59.7%
+47.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.5% |
| 7D | +8.2% | +10.9% | -2.7% | +8.2% |
| 30D | -38.2% | -10.1% | -28.1% | -38.2% |
| 3M | -46.2% | -5.6% | -40.6% | -46.2% |
| 6M | -62.5% | +52.5% | -115.0% | -62.4% |
| YTD | -20.1% | +32.2% | -52.3% | -20.4% |
| 1Y | -29.7% | -28.3% | -1.4% | -28.3% |
| All | -12.3% | -59.7% | +47.4% | -12.4% |
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