+19.4%
V vs ZYBT
-58.4%
+77.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.9% |
| 30D | +1.9% | -12.8% | +14.6% | +1.9% |
| 3M | +13.2% | +76.2% | -63.0% | +12.6% |
| 6M | +16.7% | +109.3% | -92.6% | +15.7% |
| YTD | +5.4% | +36.5% | -31.1% | +4.9% |
| 1Y | +7.7% | -84.0% | +91.7% | +9.2% |
| All | +19.4% | -58.4% | +77.8% | +15.5% |
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