+4.3%
QQQ vs ZYBT
-37.3%
+41.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.5% |
| 7D | -9.5% | -3.5% | -6.1% | -9.5% |
| 30D | -14.8% | +24.3% | -39.1% | -14.8% |
| 3M | -9.7% | -41.5% | +31.8% | -9.7% |
| 6M | -4.9% | +58.6% | -63.5% | -4.6% |
| YTD | +5.7% | +20.0% | -14.3% | +6.6% |
| 1Y | +4.3% | -35.2% | +39.5% | +9.0% |
| All | +4.3% | -37.3% | +41.6% | +9.0% |
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