+90.5%
U vs ZYBT
-58.9%
+149.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.5% |
| 7D | +5.5% | -3.7% | +9.2% | +5.5% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +64.6% | +72.2% | -7.6% | +59.1% |
| 6M | +119.4% | +103.1% | +16.2% | +105.9% |
| YTD | -0.5% | +34.8% | -35.3% | -4.3% |
| 1Y | +1.3% | -83.2% | +84.5% | +8.7% |
| All | +90.5% | -58.9% | +149.4% | +70.6% |
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