-53.6%
Z vs ZYBT
-42.3%
-11.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +9.4% |
| 7D | +10.2% | -3.5% | +13.7% | +10.2% |
| 30D | +23.7% | +15.1% | +8.6% | +23.7% |
| 3M | -6.6% | +7.0% | -13.6% | -6.5% |
| 6M | -23.0% | +37.7% | -60.7% | -20.5% |
| YTD | -50.3% | +19.1% | -69.4% | -49.4% |
| 1Y | -53.6% | -38.3% | -15.3% | -48.6% |
| All | -53.6% | -42.3% | -11.3% | -48.6% |
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