+61.8%
XLK vs ZYBT
-58.9%
+120.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.2% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | +2.6% | +72.2% | -69.7% | +2.3% |
| 6M | +34.0% | +103.1% | -69.2% | +32.4% |
| YTD | +30.7% | +34.8% | -4.1% | +30.0% |
| 1Y | +39.2% | -83.2% | +122.4% | +42.5% |
| All | +61.8% | -58.9% | +120.7% | +53.1% |
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 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