+30.0%
RF vs ZYBT
-60.2%
+90.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +7.3% | -2.0% | +9.3% | +7.3% |
| 3M | -7.9% | -2.0% | -6.0% | -7.9% |
| 6M | +10.5% | +56.4% | -45.9% | +12.1% |
| YTD | +9.6% | +30.4% | -20.8% | +11.0% |
| 1Y | +20.3% | -30.2% | +50.5% | +23.3% |
| All | +30.0% | -60.2% | +90.2% | +24.8% |
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 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