+507.7%
FAST vs ZBH
-18.8%
+526.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.7% |
| 7D | +1.3% | -5.2% | +6.5% | +2.9% |
| 30D | -4.7% | -2.4% | -2.3% | -4.1% |
| 3M | +7.9% | +8.3% | -0.3% | +5.1% |
| 6M | +7.4% | +0.7% | +6.8% | +6.5% |
| YTD | +25.1% | +5.3% | +19.7% | +22.1% |
| 1Y | +4.7% | -9.1% | +13.8% | +6.0% |
| 3Y | +94.7% | -19.7% | +114.4% | +102.1% |
| 5Y | +106.8% | -31.3% | +138.0% | +121.8% |
| 10Y | +507.7% | -18.9% | +526.6% | +504.1% |
| All | +507.7% | -18.8% | +526.5% | +504.1% |
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