+119.1%
ALL vs ZBH
-0.3%
+119.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | +5.0% | -2.3% | +7.3% | +5.5% |
| 30D | +13.3% | +12.5% | +0.9% | +10.4% |
| 3M | +3.2% | +3.9% | -0.8% | +2.0% |
| 6M | +25.3% | +25.4% | -0.1% | +19.9% |
| YTD | +30.5% | +15.7% | +14.8% | +25.9% |
| 1Y | +29.2% | +15.2% | +14.0% | +24.7% |
| 3Y | +119.1% | +0.3% | +118.8% | +108.7% |
| All | +119.1% | -0.3% | +119.5% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling