+1,305.8%
ALL vs ZBH
+326.1%
+979.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -2.4% | -0.1% | -1.6% |
| 30D | +12.7% | +16.6% | -3.9% | +5.6% |
| 3M | +0.4% | +10.8% | -10.4% | -4.2% |
| 6M | +23.8% | +35.8% | -12.0% | +8.6% |
| YTD | +27.8% | +20.5% | +7.3% | +16.7% |
| 1Y | +28.9% | +22.7% | +6.1% | +16.7% |
| 3Y | +113.9% | +4.9% | +109.0% | +99.8% |
| 5Y | +157.4% | -12.8% | +170.2% | +154.5% |
| 10Y | +369.0% | +22.7% | +346.3% | +275.1% |
| All | +1,305.8% | +326.1% | +979.7% | +581.7% |
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 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