-9.8%
UMAC vs ZYBT
-37.3%
+27.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.7% | -18.3% | -17.6% |
| 7D | -37.8% | -3.5% | -34.4% | -37.8% |
| 30D | -52.0% | +24.3% | -76.3% | -52.0% |
| 3M | -58.3% | -41.5% | -16.7% | -58.2% |
| 6M | -21.0% | +58.6% | -79.6% | -21.4% |
| YTD | -15.7% | +20.0% | -35.7% | -9.8% |
| 1Y | -9.8% | -35.2% | +25.4% | +15.9% |
| All | -9.8% | -37.3% | +27.4% | +15.9% |
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