+22.1%
NDAQ vs ZYBT
-58.9%
+81.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.6% |
| 7D | -5.6% | -3.7% | -1.8% | -5.6% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | +5.9% | +72.2% | -66.4% | +5.4% |
| 6M | +7.7% | +103.1% | -95.4% | +6.6% |
| YTD | -5.2% | +34.8% | -39.9% | -5.7% |
| 1Y | -3.4% | -83.2% | +79.8% | -1.8% |
| All | +22.1% | -58.9% | +81.0% | +15.4% |
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 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