+53.9%
F vs ZBH
-27.9%
+81.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.8% |
| 7D | +5.3% | -2.8% | +8.1% | +6.5% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -3.7% | +13.4% | -17.1% | -8.8% |
| 6M | +16.8% | +3.0% | +13.8% | +14.5% |
| YTD | +15.3% | +9.7% | +5.6% | +9.7% |
| 1Y | +31.0% | -5.4% | +36.4% | +31.7% |
| 3Y | +45.4% | -15.6% | +61.0% | +52.7% |
| All | +53.9% | -27.9% | +81.9% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling