+8.2%
XRT vs ZYBT
-58.9%
+67.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | -3.2% | -3.7% | +0.5% | -3.2% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -3.1% | +72.2% | -75.3% | -2.9% |
| 6M | +4.2% | +103.1% | -98.9% | +3.5% |
| YTD | -0.1% | +34.8% | -34.9% | -0.1% |
| 1Y | -3.0% | -83.2% | +80.1% | +0.8% |
| All | +8.2% | -58.9% | +67.1% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling