-5.8%
XYL vs ZYBT
-57.8%
+52.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.2% | -2.5% | +1.2% | -1.2% |
| 30D | -13.2% | -1.2% | -11.9% | -13.2% |
| 3M | -0.2% | +76.7% | -76.8% | +1.2% |
| 6M | -12.5% | +103.6% | -116.1% | -11.8% |
| YTD | -20.9% | +38.3% | -59.1% | -19.8% |
| 1Y | -21.6% | -84.7% | +63.2% | -17.8% |
| All | -5.8% | -57.8% | +52.0% | -9.3% |
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