-71.3%
QS vs ZYBT
-42.3%
-29.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +7.5% |
| 7D | +4.5% | -3.5% | +8.0% | +4.5% |
| 30D | -4.1% | +15.1% | -19.2% | -4.1% |
| 3M | -22.1% | +7.0% | -29.2% | -22.2% |
| 6M | -38.4% | +37.7% | -76.1% | -37.1% |
| YTD | -57.5% | +19.1% | -76.6% | -58.7% |
| 1Y | -71.3% | -38.3% | -33.0% | -72.8% |
| All | -71.3% | -42.3% | -29.0% | -72.8% |
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