+4.0%
UL vs ZYBT
-57.8%
+61.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -4.1% | -2.5% | -1.6% | -4.1% |
| 30D | -1.2% | -1.2% | +0.1% | -1.2% |
| 3M | +6.0% | +76.7% | -70.7% | +6.6% |
| 6M | -5.5% | +103.6% | -109.1% | -4.8% |
| YTD | -3.3% | +38.3% | -41.6% | -2.5% |
| 1Y | -9.8% | -84.7% | +74.9% | -8.2% |
| All | +4.0% | -57.8% | +61.8% | +7.9% |
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