+32.0%
Q vs ZYBT
-35.7%
+67.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +6.6% | -3.7% | +10.3% | +6.6% |
| 30D | -6.6% | -12.8% | +6.2% | -6.6% |
| 3M | -13.2% | +76.2% | -89.4% | -10.9% |
| 6M | +9.9% | +109.3% | -99.4% | +8.3% |
| YTD | +53.9% | +36.5% | +17.4% | +53.7% |
| All | +32.0% | -35.7% | +67.7% | +35.0% |
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 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