+153.8%
B vs ZBH
-30.7%
+184.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.8% |
| 7D | +2.3% | -5.2% | +7.5% | +3.3% |
| 30D | +1.4% | -2.4% | +3.8% | +1.7% |
| 3M | +12.2% | +8.3% | +3.9% | +10.3% |
| 6M | -2.1% | +0.7% | -2.8% | -2.5% |
| YTD | +2.9% | +5.3% | -2.4% | +1.7% |
| 1Y | +55.3% | -9.1% | +64.4% | +56.9% |
| 3Y | +198.7% | -19.7% | +218.4% | +209.4% |
| 5Y | +153.8% | -31.3% | +185.1% | +160.3% |
| All | +153.8% | -30.7% | +184.5% | +160.3% |
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 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