+15.4%
NYT vs ZYBT
-29.6%
+44.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.7% | -4.4% | +4.3% |
| 7D | -2.6% | +15.4% | -18.0% | -2.6% |
| 30D | +5.3% | +29.3% | -24.0% | +5.4% |
| 3M | +5.9% | -28.2% | +34.2% | +5.9% |
| 6M | -17.8% | +52.3% | -70.0% | -16.5% |
| YTD | -0.3% | +30.4% | -30.8% | +1.4% |
| 1Y | +15.4% | -29.2% | +44.6% | +17.3% |
| All | +15.4% | -29.6% | +44.9% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling