+116.1%
ALL vs ZBH
-31.0%
+147.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.2% | -4.9% | +2.7% | -0.9% |
| 30D | -5.6% | -3.2% | -2.3% | -4.7% |
| 3M | +17.2% | +5.8% | +11.4% | +15.4% |
| 6M | +23.2% | +2.0% | +21.3% | +21.9% |
| YTD | +23.6% | +5.8% | +17.8% | +21.0% |
| 1Y | +29.2% | -7.9% | +37.1% | +30.4% |
| 3Y | +153.8% | -19.4% | +173.2% | +163.2% |
| 5Y | +116.1% | -29.5% | +145.6% | +135.5% |
| All | +116.1% | -31.0% | +147.0% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling