-67.5%
ZYBT vs FGI
+75.4%
-142.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.8% |
| 7D | -4.2% | +5.2% | -9.4% | -4.0% |
| 30D | -16.4% | +65.2% | -81.6% | -12.1% |
| 3M | +82.9% | +30.2% | +52.7% | +95.7% |
| 6M | +110.7% | +87.8% | +22.9% | +118.2% |
| YTD | +37.4% | +32.5% | +4.9% | +44.7% |
| 1Y | -80.6% | +93.6% | -174.2% | -79.6% |
| All | -67.5% | +75.4% | -142.9% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling