+240.1%
NEM vs ZYBT
-58.9%
+299.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -1.0% | -3.7% | +2.7% | -1.0% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | +30.2% | +72.2% | -42.0% | +30.9% |
| 6M | +9.6% | +103.1% | -93.5% | +9.6% |
| YTD | +27.8% | +34.8% | -7.0% | +28.2% |
| 1Y | +60.7% | -83.2% | +143.9% | +63.5% |
| All | +240.1% | -58.9% | +299.0% | +234.6% |
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