-63.1%
Z vs ZYBT
-80.9%
+17.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.7% |
| 7D | -7.1% | -3.7% | -3.4% | -7.1% |
| 30D | -4.8% | -12.8% | +8.0% | -4.8% |
| 3M | -9.3% | +76.2% | -85.5% | -7.3% |
| 6M | -29.0% | +109.3% | -138.3% | -27.7% |
| YTD | -52.9% | +36.5% | -89.4% | -52.3% |
| 1Y | -63.1% | -84.0% | +20.9% | -63.8% |
| All | -63.1% | -80.9% | +17.7% | -63.8% |
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