+13.3%
YUM vs ZYBT
-58.9%
+72.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.1% |
| 7D | -6.1% | -3.7% | -2.3% | -6.1% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | -7.6% | +72.2% | -79.8% | -7.3% |
| 6M | -9.1% | +103.1% | -112.3% | -8.8% |
| YTD | -5.5% | +34.8% | -40.3% | -5.0% |
| 1Y | -3.7% | -83.2% | +79.5% | -2.3% |
| All | +13.3% | -58.9% | +72.2% | +11.1% |
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