+11.9%
XLP vs ZYBT
-58.4%
+70.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.2% |
| 7D | -2.9% | -3.7% | +0.8% | -2.9% |
| 30D | -2.2% | -12.8% | +10.5% | -2.2% |
| 3M | -0.6% | +76.2% | -76.8% | -0.2% |
| 6M | -2.2% | +109.3% | -111.5% | -1.9% |
| YTD | +8.3% | +36.5% | -28.3% | +8.7% |
| 1Y | +5.7% | -84.0% | +89.7% | +7.0% |
| All | +11.9% | -58.4% | +70.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling