+229.2%
TER vs ZYBT
-79.2%
+308.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | +6.4% | -3.7% | +10.1% | +6.4% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | -0.4% | +72.2% | -72.6% | -2.4% |
| 6M | +25.8% | +103.1% | -77.3% | +19.9% |
| YTD | +96.4% | +34.8% | +61.6% | +91.3% |
| 1Y | +229.2% | -83.2% | +312.4% | +238.3% |
| All | +229.2% | -79.2% | +308.5% | +238.3% |
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