+319.8%
B vs ZBH
+287.8%
+32.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +5.0% | +13.4% | -8.4% | +2.5% |
| 6M | -3.5% | +3.0% | -6.5% | -4.4% |
| YTD | +4.5% | +9.7% | -5.2% | +2.4% |
| 1Y | +67.8% | -5.4% | +73.2% | +67.9% |
| 3Y | +196.7% | -15.6% | +212.3% | +200.4% |
| 5Y | +151.9% | -28.1% | +180.0% | +159.9% |
| 10Y | +202.2% | -15.2% | +217.4% | +190.8% |
| All | +319.8% | +287.8% | +32.0% | +229.9% |
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