-100.0%
VIVK vs ZYBT
-58.9%
-41.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.5% | -4.9% | -7.4% |
| 7D | -4.4% | -3.7% | -0.6% | -4.4% |
| 30D | -40.8% | 0.0% | -40.8% | -40.8% |
| 3M | -94.1% | +72.2% | -166.4% | -92.7% |
| 6M | -98.2% | +103.1% | -201.3% | -97.9% |
| YTD | -98.0% | +34.8% | -132.8% | -97.6% |
| 1Y | -100.0% | -83.2% | -16.8% | -99.9% |
| All | -100.0% | -58.9% | -41.1% | -100.0% |
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 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