+25.2%
XLB vs ZYBT
-58.9%
+84.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | -2.8% | -3.7% | +0.9% | -2.8% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | -0.2% | +72.2% | -72.4% | +0.6% |
| 6M | +3.1% | +103.1% | -100.1% | +3.1% |
| YTD | +13.3% | +34.8% | -21.5% | +14.0% |
| 1Y | +12.0% | -83.2% | +95.2% | +15.8% |
| All | +25.2% | -58.9% | +84.1% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling