-17.2%
F vs ZBH
-16.1%
-1.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -3.1% | -2.3% | -0.8% | -2.2% |
| 30D | 0.0% | +12.5% | -12.4% | -5.0% |
| 3M | -13.2% | +3.9% | -17.1% | -15.0% |
| 6M | -10.2% | +25.4% | -35.6% | -19.4% |
| YTD | -4.9% | +15.7% | -20.6% | -12.3% |
| 1Y | -6.1% | +15.2% | -21.3% | -13.3% |
| 3Y | +46.0% | +0.3% | +45.6% | +39.6% |
| All | -17.2% | -16.1% | -1.1% | -13.3% |
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