-66.9%
ZYBT vs VLTO
-3.9%
-62.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -6.9% | -2.3% | -4.7% | -6.8% |
| 30D | -31.8% | -0.9% | -30.9% | -31.8% |
| 3M | +94.0% | +13.8% | +80.2% | +79.0% |
| 6M | +99.0% | +2.0% | +97.0% | +103.0% |
| YTD | +40.0% | -3.2% | +43.2% | +49.1% |
| 1Y | -79.5% | -9.2% | -70.4% | -76.7% |
| All | -66.9% | -3.9% | -62.9% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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