+39.7%
F vs ZBH
+287.8%
-248.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.8% |
| 7D | +5.3% | -2.8% | +8.1% | +6.6% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -3.7% | +13.4% | -17.1% | -9.3% |
| 6M | +16.8% | +3.0% | +13.8% | +13.8% |
| YTD | +15.3% | +9.7% | +5.6% | +9.0% |
| 1Y | +31.0% | -5.4% | +36.4% | +30.7% |
| 3Y | +45.4% | -15.6% | +61.0% | +50.4% |
| 5Y | +54.7% | -28.1% | +82.8% | +70.0% |
| 10Y | +98.2% | -15.2% | +113.5% | +93.2% |
| All | +39.7% | +287.8% | -248.2% | -25.3% |
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