+668.0%
BE vs ZBH
-0.2%
+668.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.0% |
| 7D | +10.8% | -2.3% | +13.1% | +13.0% |
| 30D | -19.8% | +12.5% | -32.2% | -28.1% |
| 3M | -18.7% | +3.9% | -22.7% | -23.8% |
| 6M | -33.7% | +25.4% | -59.2% | -49.4% |
| YTD | +121.0% | +15.7% | +105.3% | +75.9% |
| 1Y | +85.4% | +15.2% | +70.2% | +47.7% |
| 3Y | +1,709.5% | +0.3% | +1,709.2% | +1,385.5% |
| 5Y | +462.2% | -16.1% | +478.3% | +453.6% |
| All | +668.0% | -0.2% | +668.2% | +389.7% |
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