+33.0%
Q vs ZYBT
-36.5%
+69.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | +4.9% | -3.7% | +8.6% | +4.9% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | -15.2% | +72.2% | -87.4% | -12.8% |
| 6M | +8.8% | +103.1% | -94.3% | +7.5% |
| YTD | +55.1% | +34.8% | +20.3% | +54.8% |
| All | +33.0% | -36.5% | +69.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling