+543.7%
D vs ZBH
+326.1%
+217.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +9.0% | +16.6% | -7.6% | +5.3% |
| 3M | +1.0% | +10.8% | -9.9% | -1.6% |
| 6M | +11.0% | +35.8% | -24.8% | +3.3% |
| YTD | +19.8% | +20.5% | -0.7% | +13.9% |
| 1Y | +16.0% | +22.7% | -6.8% | +9.8% |
| 3Y | +74.4% | +4.9% | +69.5% | +69.1% |
| 5Y | +13.5% | -12.8% | +26.3% | +13.3% |
| 10Y | +48.4% | +22.7% | +25.7% | +32.7% |
| All | +543.7% | +326.1% | +217.6% | +330.6% |
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