+31.0%
NU vs ZYBT
-58.9%
+89.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -2.7% |
| 7D | -4.9% | -3.7% | -1.2% | -4.9% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | +20.9% | +72.2% | -51.3% | +17.1% |
| 6M | +0.9% | +103.1% | -102.2% | -4.0% |
| YTD | -12.7% | +34.8% | -47.4% | -15.7% |
| 1Y | -6.4% | -83.2% | +76.8% | -4.1% |
| All | +31.0% | -58.9% | +89.9% | +21.2% |
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