-36.3%
NOW vs ZYBT
-58.1%
+21.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -5.0% |
| 7D | -6.1% | -4.2% | -1.8% | -6.1% |
| 30D | +7.5% | -16.4% | +23.9% | +7.5% |
| 3M | +17.5% | +82.9% | -65.3% | +15.4% |
| 6M | +7.9% | +110.7% | -102.7% | +4.9% |
| YTD | -12.4% | +37.4% | -49.8% | -14.0% |
| 1Y | -28.6% | -80.6% | +52.1% | -27.0% |
| All | -36.3% | -58.1% | +21.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling