-13.5%
S vs ZYBT
-58.4%
+44.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.2% | -3.7% | +2.5% | -1.2% |
| 30D | -12.6% | -12.8% | +0.2% | -12.5% |
| 3M | +27.6% | +76.2% | -48.6% | +27.9% |
| 6M | +35.5% | +109.3% | -73.9% | +34.7% |
| YTD | +29.6% | +36.5% | -6.9% | +29.7% |
| 1Y | +8.1% | -84.0% | +92.1% | +11.8% |
| All | -13.5% | -58.4% | +44.8% | -19.7% |
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