-1.6%
XLY vs ZYBT
-37.3%
+35.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -3.8% |
| 7D | +1.2% | -3.5% | +4.7% | +1.2% |
| 30D | +5.3% | +24.3% | -19.0% | +5.3% |
| 3M | -0.6% | -41.5% | +40.9% | -0.6% |
| 6M | +0.1% | +58.6% | -58.6% | +1.0% |
| YTD | -0.9% | +20.0% | -20.9% | +1.8% |
| 1Y | -1.6% | -35.2% | +33.6% | +5.0% |
| All | -1.6% | -37.3% | +35.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling