+19.6%
F vs ZBH
+329.5%
-309.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | -0.6% | +11.3% | -11.9% | -5.5% |
| 30D | +2.9% | +21.5% | -18.7% | -6.0% |
| 3M | -9.5% | +12.5% | -22.0% | -14.6% |
| 6M | +4.0% | +32.3% | -28.3% | -9.5% |
| YTD | -1.3% | +21.4% | -22.7% | -11.4% |
| 1Y | -1.9% | +23.7% | -25.7% | -12.8% |
| 3Y | +53.5% | +7.0% | +46.4% | +42.2% |
| 5Y | -15.1% | -13.2% | -1.9% | -14.3% |
| 10Y | +81.0% | +19.3% | +61.7% | +52.7% |
| All | +19.6% | +329.5% | -309.9% | -39.3% |
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 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