+283.3%
UMC vs ZYBT
-58.9%
+342.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.3% |
| 7D | +9.0% | -3.7% | +12.7% | +9.0% |
| 30D | +17.2% | 0.0% | +17.2% | +17.3% |
| 3M | +11.4% | +72.2% | -60.8% | +16.4% |
| 6M | +137.5% | +103.1% | +34.4% | +146.6% |
| YTD | +193.1% | +34.8% | +158.3% | +206.2% |
| 1Y | +240.3% | -83.2% | +323.5% | +267.0% |
| All | +283.3% | -58.9% | +342.2% | +284.5% |
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