+55.6%
XLE vs ZYBT
-58.4%
+114.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | +8.5% | -12.8% | +21.3% | +8.5% |
| 3M | +14.6% | +76.2% | -61.6% | +14.0% |
| 6M | +17.6% | +109.3% | -91.8% | +16.1% |
| YTD | +48.1% | +36.5% | +11.6% | +47.1% |
| 1Y | +53.8% | -84.0% | +137.8% | +58.5% |
| All | +55.6% | -58.4% | +114.0% | +46.9% |
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