+34.6%
RF vs ZYBT
-58.4%
+93.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.1% | -3.7% | +3.5% | -0.1% |
| 30D | -4.0% | -12.8% | +8.8% | -4.0% |
| 3M | +5.6% | +76.2% | -70.6% | +7.0% |
| 6M | +13.1% | +109.3% | -96.3% | +13.5% |
| YTD | +13.6% | +36.5% | -23.0% | +14.9% |
| 1Y | +16.0% | -84.0% | +100.0% | +22.2% |
| All | +34.6% | -58.4% | +93.0% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling