-67.3%
ZYBT vs JAAA
+8.4%
-75.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -2.5% | +0.1% | -2.5% | -3.1% |
| 30D | -1.2% | +0.4% | -1.7% | -4.8% |
| 3M | +76.7% | +1.2% | +75.5% | +54.6% |
| 6M | +103.6% | +2.7% | +100.9% | +45.7% |
| YTD | +38.3% | +3.2% | +35.1% | -6.7% |
| 1Y | -84.7% | +4.8% | -89.5% | -91.7% |
| All | -67.3% | +8.4% | -75.6% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling