+3.4%
NI vs ZYBT
-79.2%
+82.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | 0.0% | -3.7% | +3.8% | 0.0% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -10.6% | +72.2% | -82.8% | -9.4% |
| 6M | -9.3% | +103.1% | -112.5% | -7.7% |
| YTD | +1.1% | +34.8% | -33.6% | +2.5% |
| 1Y | +3.4% | -83.2% | +86.5% | +3.9% |
| All | +3.4% | -79.2% | +82.6% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling