-8.6%
XYZ vs ZYBT
-58.1%
+49.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -3.2% |
| 7D | +2.9% | -4.2% | +7.1% | +2.8% |
| 30D | +1.4% | -16.4% | +17.8% | +1.4% |
| 3M | +14.6% | +82.9% | -68.3% | +15.2% |
| 6M | +20.8% | +110.7% | -89.9% | +20.7% |
| YTD | +23.1% | +37.4% | -14.3% | +23.5% |
| 1Y | +5.6% | -80.6% | +86.3% | +7.2% |
| All | -8.6% | -58.1% | +49.4% | -17.0% |
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 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