+39.2%
S vs ZYBT
-42.3%
+81.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.6% |
| 7D | -8.2% | -3.5% | -4.7% | -8.2% |
| 30D | -7.6% | +15.1% | -22.8% | -7.6% |
| 3M | +12.0% | +7.0% | +4.9% | +12.0% |
| 6M | +50.6% | +37.7% | +12.9% | +52.5% |
| YTD | +56.6% | +19.1% | +37.5% | +60.0% |
| 1Y | +39.2% | -38.3% | +77.5% | +59.3% |
| All | +39.2% | -42.3% | +81.6% | +59.3% |
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 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