+96.4%
AGG vs ZBH
+94.2%
+2.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -0.9% | -6.6% | +5.6% | -0.9% |
| 30D | -1.0% | -4.9% | +4.0% | -0.9% |
| 3M | -1.3% | +5.1% | -6.4% | -1.3% |
| 6M | -2.1% | +1.3% | -3.4% | -2.1% |
| YTD | -1.2% | +3.4% | -4.6% | -1.3% |
| 1Y | -0.5% | -8.7% | +8.2% | -0.5% |
| 3Y | +12.4% | -21.2% | +33.6% | +12.5% |
| 5Y | -2.4% | -29.2% | +26.8% | -2.4% |
| 10Y | +14.3% | -17.5% | +31.8% | +14.2% |
| All | +96.4% | +94.2% | +2.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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