-79.5%
ZYBT vs JAAA
+4.9%
-84.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -0.2% |
| 7D | -6.9% | +0.2% | -7.1% | -4.7% |
| 30D | -31.8% | +0.5% | -32.3% | -26.6% |
| 3M | +94.0% | +1.3% | +92.7% | +96.2% |
| 6M | +99.0% | +2.7% | +96.3% | +49.3% |
| YTD | +40.0% | +3.2% | +36.8% | +4.0% |
| 1Y | -79.5% | +4.9% | -84.5% | -89.9% |
| All | -79.5% | +4.9% | -84.4% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling