+20.1%
NRG vs ZYBT
-58.9%
+78.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -4.7% | -3.7% | -0.9% | -4.7% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -8.0% | +72.2% | -80.2% | -9.6% |
| 6M | -23.2% | +103.1% | -126.3% | -25.8% |
| YTD | -28.1% | +34.8% | -62.8% | -29.5% |
| 1Y | -27.3% | -83.2% | +55.9% | -22.9% |
| All | +20.1% | -58.9% | +78.9% | +17.9% |
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 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