+7.0%
USFR vs ZYBT
-58.9%
+65.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +0.1% | -3.7% | +3.9% | +0.1% |
| 30D | +0.4% | 0.0% | +0.4% | +0.4% |
| 3M | +1.0% | +72.2% | -71.2% | +1.0% |
| 6M | +2.0% | +103.1% | -101.2% | +2.0% |
| YTD | +2.8% | +34.8% | -32.0% | +2.8% |
| 1Y | +4.1% | -83.2% | +87.3% | +4.1% |
| All | +7.0% | -58.9% | +65.9% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling