+55.4%
VGT vs ZYBT
-58.9%
+114.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | -0.2% | -3.7% | +3.6% | -0.2% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +4.4% | +72.2% | -67.8% | +4.1% |
| 6M | +32.1% | +103.1% | -71.1% | +30.4% |
| YTD | +28.8% | +34.8% | -6.0% | +28.0% |
| 1Y | +35.3% | -83.2% | +118.5% | +38.6% |
| All | +55.4% | -58.9% | +114.3% | +46.9% |
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