-60.4%
Z vs ZYBT
-60.2%
-0.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.3% |
| 7D | -4.9% | +8.7% | -13.6% | -4.9% |
| 30D | +3.0% | +1.4% | +1.6% | +3.0% |
| 3M | -13.4% | -3.2% | -10.2% | -13.4% |
| 6M | -27.3% | +48.5% | -75.8% | -25.8% |
| YTD | -57.8% | +30.4% | -88.2% | -57.1% |
| 1Y | -60.0% | -30.6% | -29.5% | -59.0% |
| All | -60.4% | -60.2% | -0.2% | -61.7% |
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