+115.1%
NET vs ZYBT
-63.4%
+178.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.7% | -9.0% | -8.3% |
| 7D | -21.2% | -3.5% | -17.7% | -21.2% |
| 30D | -31.1% | +24.3% | -55.5% | -31.1% |
| 3M | -16.5% | -41.5% | +25.0% | -16.6% |
| 6M | 0.0% | +58.6% | -58.6% | +1.2% |
| YTD | +24.0% | +20.0% | +4.0% | +24.9% |
| 1Y | +7.0% | -35.2% | +42.2% | +9.8% |
| All | +115.1% | -63.4% | +178.5% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling