-66.9%
ZYBT vs FGI
+72.1%
-139.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -0.9% |
| 7D | -6.9% | +0.5% | -7.5% | -6.9% |
| 30D | -31.8% | +65.4% | -97.2% | -28.2% |
| 3M | +94.0% | +23.5% | +70.5% | +107.5% |
| 6M | +99.0% | +60.5% | +38.5% | +107.4% |
| YTD | +40.0% | +30.0% | +10.0% | +47.3% |
| 1Y | -79.5% | +82.1% | -161.6% | -78.4% |
| All | -66.9% | +72.1% | -139.0% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling