+115.0%
UMC vs ZYBT
-42.3%
+157.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.1% |
| 7D | -14.7% | -3.5% | -11.1% | -14.7% |
| 30D | -32.9% | +15.1% | -48.0% | -32.8% |
| 3M | -22.2% | +7.0% | -29.2% | -21.9% |
| 6M | +25.9% | +37.7% | -11.8% | +31.8% |
| YTD | +107.9% | +19.1% | +88.8% | +125.3% |
| 1Y | +115.0% | -38.3% | +153.3% | +127.8% |
| All | +115.0% | -42.3% | +157.3% | +127.8% |
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