+222.7%
B vs ZBH
+20.1%
+202.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -2.4% | -0.2% | -2.3% |
| 30D | -4.3% | +16.6% | -20.9% | -6.6% |
| 3M | -2.3% | +10.8% | -13.1% | -4.0% |
| 6M | -16.2% | +35.8% | -52.0% | -20.3% |
| YTD | -8.8% | +20.5% | -29.3% | -11.7% |
| 1Y | +11.4% | +22.7% | -11.4% | +7.5% |
| 3Y | +174.3% | +4.9% | +169.4% | +168.7% |
| 5Y | +116.2% | -12.8% | +129.0% | +116.0% |
| 10Y | +222.7% | +22.7% | +200.0% | +167.3% |
| All | +222.7% | +20.1% | +202.7% | +167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling