+55.2%
XLE vs ZYBT
-58.9%
+114.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | +1.7% | -3.7% | +5.4% | +1.7% |
| 30D | +6.7% | 0.0% | +6.7% | +6.7% |
| 3M | +14.9% | +72.2% | -57.4% | +14.3% |
| 6M | +15.9% | +103.1% | -87.2% | +14.5% |
| YTD | +47.7% | +34.8% | +12.9% | +46.7% |
| 1Y | +50.7% | -83.2% | +133.9% | +55.1% |
| All | +55.2% | -58.9% | +114.1% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling