+91.7%
F vs ZBH
-18.3%
+110.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -2.4% |
| 7D | +1.2% | -5.2% | +6.4% | +3.7% |
| 30D | +1.2% | -2.4% | +3.6% | +2.4% |
| 3M | -5.7% | +8.3% | -13.9% | -9.6% |
| 6M | +17.9% | +0.7% | +17.3% | +16.0% |
| YTD | +10.4% | +5.3% | +5.1% | +6.0% |
| 1Y | +25.3% | -9.1% | +34.4% | +27.6% |
| 3Y | +37.5% | -19.7% | +57.2% | +46.5% |
| 5Y | +46.5% | -31.3% | +77.8% | +65.9% |
| All | +91.7% | -18.3% | +110.0% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling