+5,269.7%
DE vs ZBH
+274.1%
+4,995.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -3.0% | -4.9% | +1.9% | -1.0% |
| 30D | +11.1% | -3.2% | +14.4% | +12.5% |
| 3M | +17.6% | +5.8% | +11.8% | +14.2% |
| 6M | +13.6% | +2.0% | +11.6% | +11.4% |
| YTD | +46.3% | +5.8% | +40.5% | +41.2% |
| 1Y | +44.2% | -7.9% | +52.1% | +45.9% |
| 3Y | +76.6% | -19.4% | +95.9% | +85.2% |
| 5Y | +98.2% | -29.5% | +127.7% | +115.4% |
| 10Y | +863.5% | -15.5% | +879.1% | +820.3% |
| All | +5,269.7% | +274.1% | +4,995.6% | +2,773.9% |
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