-69.1%
ZYBT vs FGI
+95.6%
-164.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.0% |
| 7D | +8.7% | +13.5% | -4.8% | +9.3% |
| 30D | +1.4% | +17.1% | -15.8% | +2.2% |
| 3M | -3.2% | +78.0% | -81.2% | +2.3% |
| 6M | +48.5% | +46.4% | +2.1% | +59.9% |
| YTD | +30.4% | +47.7% | -17.3% | +38.4% |
| 1Y | -30.6% | +56.8% | -87.4% | -26.8% |
| All | -69.1% | +95.6% | -164.7% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling