+118.7%
NUE vs ZYBT
-58.9%
+177.6%
-27.2%
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% | +1.5% |
| 7D | -0.6% | -3.7% | +3.1% | -0.6% |
| 30D | -4.6% | 0.0% | -4.6% | -4.5% |
| 3M | -0.3% | +72.2% | -72.5% | +1.9% |
| 6M | +51.9% | +103.1% | -51.3% | +54.2% |
| YTD | +60.0% | +34.8% | +25.2% | +63.2% |
| 1Y | +82.9% | -83.2% | +166.1% | +91.9% |
| All | +118.7% | -58.9% | +177.6% | +121.9% |
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