-4.5%
MSCI vs ZYBT
-58.1%
+53.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.8% |
| 7D | -2.1% | -4.2% | +2.2% | -2.1% |
| 30D | -1.7% | -16.4% | +14.7% | -1.7% |
| 3M | -8.2% | +82.9% | -91.1% | -7.9% |
| 6M | -2.4% | +110.7% | -113.1% | -2.5% |
| YTD | -2.8% | +37.4% | -40.2% | -2.4% |
| 1Y | -2.7% | -80.6% | +78.0% | -0.5% |
| All | -4.5% | -58.1% | +53.6% | -7.9% |
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