+177.9%
TER vs ZYBT
-58.4%
+236.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.8% | +3.1% |
| 7D | +12.4% | -3.7% | +16.0% | +12.4% |
| 30D | +5.1% | -12.8% | +17.9% | +5.2% |
| 3M | +4.0% | +76.2% | -72.2% | +0.1% |
| 6M | +29.5% | +109.3% | -79.8% | +22.1% |
| YTD | +98.5% | +36.5% | +61.9% | +90.3% |
| 1Y | +234.1% | -84.0% | +318.1% | +246.4% |
| All | +177.9% | -58.4% | +236.3% | +149.9% |
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