-69.2%
XE vs ZYBT
+40.8%
-110.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.7% | -11.2% | -10.5% |
| 7D | -23.1% | -3.5% | -19.6% | -23.0% |
| 30D | -41.7% | +24.3% | -66.1% | -42.0% |
| 3M | -52.8% | -41.5% | -11.2% | -52.6% |
| 6M | -68.4% | +58.6% | -127.0% | -71.6% |
| All | -69.2% | +40.8% | -110.0% | -72.1% |
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