-68.1%
ZYBT vs RJF
+10.9%
-79.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.7% | -2.7% | -1.0% | -2.2% |
| 30D | 0.0% | -4.3% | +4.3% | +2.5% |
| 3M | +72.2% | +15.7% | +56.5% | +57.3% |
| 6M | +103.1% | +17.8% | +85.3% | +82.2% |
| YTD | +34.8% | +9.2% | +25.6% | +27.3% |
| 1Y | -83.2% | +2.8% | -85.9% | -83.6% |
| All | -68.1% | +10.9% | -79.0% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling