+60.7%
P vs ZYBT
-58.1%
+118.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.6% |
| 7D | +7.8% | -4.2% | +12.1% | +7.9% |
| 30D | +12.3% | -16.4% | +28.7% | +12.3% |
| 3M | +37.1% | +82.9% | -45.8% | +34.6% |
| 6M | +66.1% | +110.7% | -44.6% | +59.7% |
| YTD | +50.9% | +37.4% | +13.5% | +47.8% |
| 1Y | +27.2% | -80.6% | +107.8% | +32.5% |
| All | +60.7% | -58.1% | +118.8% | +51.7% |
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