+24.3%
W vs ZYBT
-42.3%
+66.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +11.0% |
| 7D | +8.4% | -3.5% | +11.9% | +8.4% |
| 30D | +16.5% | +15.1% | +1.4% | +16.6% |
| 3M | +6.4% | +7.0% | -0.6% | +6.5% |
| 6M | +90.5% | +37.7% | +52.8% | +97.1% |
| YTD | +23.1% | +19.1% | +3.9% | +24.4% |
| 1Y | +24.3% | -38.3% | +62.6% | +26.8% |
| All | +24.3% | -42.3% | +66.6% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling