-52.4%
Z vs ZYBT
-57.3%
+4.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -3.0% | -6.9% | +3.9% | -3.0% |
| 30D | -4.2% | -31.8% | +27.6% | -4.2% |
| 3M | -3.7% | +94.0% | -97.7% | -2.0% |
| 6M | -24.5% | +99.0% | -123.5% | -23.6% |
| YTD | -49.3% | +40.0% | -89.3% | -48.5% |
| 1Y | -58.7% | -79.5% | +20.9% | -57.0% |
| All | -52.4% | -57.3% | +4.9% | -54.0% |
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