+66.0%
ZETA vs ZYBT
-58.9%
+124.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -3.7% | -3.7% | 0.0% | -3.7% |
| 30D | +5.7% | 0.0% | +5.7% | +5.7% |
| 3M | +50.4% | +72.2% | -21.8% | +52.1% |
| 6M | +65.5% | +103.1% | -37.7% | +65.9% |
| YTD | +48.3% | +34.8% | +13.5% | +49.7% |
| 1Y | +45.4% | -83.2% | +128.5% | +51.5% |
| All | +66.0% | -58.9% | +124.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling