+34.9%
RF vs ZYBT
-57.8%
+92.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -1.6% | -2.5% | +0.8% | -1.6% |
| 30D | -4.3% | -1.2% | -3.0% | -4.3% |
| 3M | +5.9% | +76.7% | -70.8% | +7.3% |
| 6M | +14.1% | +103.6% | -89.4% | +14.7% |
| YTD | +13.8% | +38.3% | -24.5% | +15.2% |
| 1Y | +15.2% | -84.7% | +100.0% | +21.6% |
| All | +34.9% | -57.8% | +92.7% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling