+137.6%
UUUU vs ZYBT
-58.9%
+196.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -5.0% |
| 7D | -10.5% | -3.7% | -6.8% | -10.5% |
| 30D | -10.5% | 0.0% | -10.5% | -10.5% |
| 3M | -14.1% | +72.2% | -86.3% | -16.1% |
| 6M | -35.5% | +103.1% | -138.6% | -37.8% |
| YTD | -10.9% | +34.8% | -45.7% | -13.2% |
| 1Y | +3.4% | -83.2% | +86.5% | +4.8% |
| All | +137.6% | -58.9% | +196.5% | +121.5% |
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