+34.0%
USB vs ZYBT
-59.2%
+93.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.3% |
| 7D | +1.4% | +14.9% | -13.5% | +1.4% |
| 30D | +6.4% | -11.0% | +17.4% | +6.4% |
| 3M | -4.5% | -14.4% | +10.0% | -4.5% |
| 6M | +11.4% | +62.1% | -50.7% | +11.2% |
| YTD | +17.1% | +33.9% | -16.8% | +16.7% |
| 1Y | +32.6% | -25.6% | +58.2% | +33.2% |
| All | +34.0% | -59.2% | +93.1% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling