+168.1%
TER vs ZYBT
-57.8%
+226.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | +9.4% | -2.5% | +11.8% | +9.4% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +6.5% | +76.7% | -70.1% | +2.6% |
| 6M | +23.2% | +103.6% | -80.4% | +16.3% |
| YTD | +91.5% | +38.3% | +53.2% | +83.6% |
| 1Y | +214.8% | -84.7% | +299.5% | +227.3% |
| All | +168.1% | -57.8% | +226.0% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling