+134.5%
NET vs ZYBT
-63.7%
+198.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.6% |
| 7D | -16.4% | -3.5% | -12.8% | -16.4% |
| 30D | -25.8% | +15.1% | -41.0% | -25.8% |
| 3M | -11.5% | +7.0% | -18.6% | -11.5% |
| 6M | +18.9% | +37.7% | -18.8% | +20.8% |
| YTD | +35.2% | +19.1% | +16.1% | +36.2% |
| 1Y | +14.5% | -38.3% | +52.7% | +17.7% |
| All | +134.5% | -63.7% | +198.2% | +119.7% |
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