-7.5%
NOC vs ZYBT
-42.3%
+34.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.8% | -4.5% |
| 7D | -5.0% | -3.5% | -1.4% | -5.0% |
| 30D | +10.3% | +15.1% | -4.8% | +10.3% |
| 3M | -4.3% | +7.0% | -11.3% | -4.3% |
| 6M | -6.5% | +37.7% | -44.2% | -7.3% |
| YTD | -6.7% | +19.1% | -25.9% | -5.4% |
| 1Y | -7.5% | -38.3% | +30.8% | -7.5% |
| All | -7.5% | -42.3% | +34.8% | -7.5% |
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 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