+69.0%
XBI vs ZYBT
-58.9%
+127.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | -4.6% | -3.7% | -0.9% | -4.6% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +17.8% | +72.2% | -54.4% | +19.8% |
| 6M | +23.7% | +103.1% | -79.4% | +24.8% |
| YTD | +28.2% | +34.8% | -6.6% | +30.3% |
| 1Y | +64.0% | -83.2% | +147.1% | +72.5% |
| All | +69.0% | -58.9% | +127.9% | +65.8% |
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 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