-5.2%
MSCI vs ZYBT
-57.8%
+52.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | -4.7% | -2.5% | -2.3% | -4.7% |
| 30D | -2.2% | -1.2% | -0.9% | -2.2% |
| 3M | -9.7% | +76.7% | -86.4% | -9.3% |
| 6M | +0.3% | +103.6% | -103.3% | +0.3% |
| YTD | -3.5% | +38.3% | -41.7% | -3.1% |
| 1Y | -1.4% | -84.7% | +83.3% | +1.2% |
| All | -5.2% | -57.8% | +52.7% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling