-37.8%
NOW vs ZYBT
-58.4%
+20.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -4.1% | -3.7% | -0.4% | -4.1% |
| 30D | +2.9% | -12.8% | +15.7% | +2.9% |
| 3M | +22.6% | +76.2% | -53.6% | +20.4% |
| 6M | +7.5% | +109.3% | -101.8% | +4.5% |
| YTD | -14.4% | +36.5% | -50.9% | -16.0% |
| 1Y | -29.8% | -84.0% | +54.2% | -27.8% |
| All | -37.8% | -58.4% | +20.5% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling