+43.2%
TER vs ZYBT
-42.3%
+85.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.1% | -6.8% |
| 7D | -19.9% | -3.5% | -16.4% | -19.9% |
| 30D | -43.5% | +15.1% | -58.7% | -43.6% |
| 3M | -37.8% | +7.0% | -44.8% | -37.9% |
| 6M | -25.6% | +37.7% | -63.3% | -26.3% |
| YTD | +29.8% | +19.1% | +10.7% | +24.0% |
| 1Y | +43.2% | -38.3% | +81.5% | +36.4% |
| All | +43.2% | -42.3% | +85.5% | +36.4% |
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