+545.4%
D vs ZBH
+329.5%
+215.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | +0.8% | +11.3% | -10.5% | -1.7% |
| 30D | +10.7% | +21.5% | -10.8% | +6.0% |
| 3M | +2.3% | +12.5% | -10.2% | -0.6% |
| 6M | +12.5% | +32.3% | -19.8% | +5.3% |
| YTD | +20.1% | +21.4% | -1.3% | +14.0% |
| 1Y | +15.6% | +23.7% | -8.2% | +9.2% |
| 3Y | +75.2% | +7.0% | +68.1% | +69.1% |
| 5Y | +14.6% | -13.2% | +27.8% | +14.5% |
| 10Y | +43.8% | +19.3% | +24.4% | +29.4% |
| All | +545.4% | +329.5% | +215.8% | +331.0% |
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