-68.1%
ZYBT vs BG
+65.1%
-133.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.2% |
| 7D | -3.7% | +3.1% | -6.8% | -6.1% |
| 30D | 0.0% | +10.2% | -10.2% | -8.3% |
| 3M | +72.2% | -1.7% | +73.9% | +64.3% |
| 6M | +103.1% | +1.0% | +102.2% | +90.3% |
| YTD | +34.8% | +39.9% | -5.1% | +11.9% |
| 1Y | -83.2% | +53.2% | -136.4% | -86.8% |
| All | -68.1% | +65.1% | -133.2% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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