+156.3%
UMAC vs ZYBT
-83.2%
+239.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -3.1% |
| 7D | -0.9% | -6.9% | +6.0% | -0.9% |
| 30D | -7.7% | -31.8% | +24.1% | -7.5% |
| 3M | -26.4% | +94.0% | -120.4% | -27.8% |
| 6M | +61.9% | +99.0% | -37.2% | +53.9% |
| YTD | +86.5% | +40.0% | +46.5% | +87.3% |
| 1Y | +156.3% | -79.5% | +235.9% | +216.9% |
| All | +156.3% | -83.2% | +239.5% | +216.9% |
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 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