+36.5%
USB vs ZYBT
-58.1%
+94.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | +2.1% | -4.2% | +6.3% | +2.1% |
| 30D | -2.3% | -16.4% | +14.1% | -2.3% |
| 3M | +13.9% | +82.9% | -69.0% | +13.6% |
| 6M | +21.6% | +110.7% | -89.1% | +20.6% |
| YTD | +19.3% | +37.4% | -18.1% | +19.0% |
| 1Y | +33.6% | -80.6% | +114.2% | +36.4% |
| All | +36.5% | -58.1% | +94.6% | +31.5% |
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 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