-67.7%
ZYBT vs FGI
+79.6%
-147.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.5% |
| 7D | -3.7% | +14.7% | -18.4% | -3.1% |
| 30D | -12.8% | +67.0% | -79.7% | -8.3% |
| 3M | +76.2% | +31.0% | +45.2% | +88.8% |
| 6M | +109.3% | +126.8% | -17.5% | +115.5% |
| YTD | +36.5% | +35.6% | +0.9% | +44.0% |
| 1Y | -84.0% | +108.9% | -192.9% | -83.2% |
| All | -67.7% | +79.6% | -147.3% | -64.5% |
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