+26.4%
P vs ZYBT
-83.2%
+109.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +6.5% | -6.9% | +13.5% | +6.6% |
| 30D | +18.8% | -31.8% | +50.6% | +18.9% |
| 3M | +26.7% | +94.0% | -67.2% | +25.7% |
| 6M | +62.2% | +99.0% | -36.8% | +56.5% |
| YTD | +48.5% | +40.0% | +8.5% | +46.5% |
| 1Y | +26.4% | -79.5% | +105.9% | +38.0% |
| All | +26.4% | -83.2% | +109.6% | +38.0% |
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