+24.2%
O vs ZYBT
-57.8%
+82.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -3.5% | -2.5% | -1.1% | -3.5% |
| 30D | -3.3% | -1.2% | -2.1% | -3.3% |
| 3M | -2.8% | +76.7% | -79.5% | -2.1% |
| 6M | -5.8% | +103.6% | -109.3% | -5.0% |
| YTD | +9.4% | +38.3% | -28.9% | +10.4% |
| 1Y | +5.7% | -84.7% | +90.4% | +7.3% |
| All | +24.2% | -57.8% | +82.1% | +21.5% |
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