+4,309.9%
FAST vs ZBH
+318.7%
+3,991.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +2.1% | +11.7% | -9.6% | -2.2% |
| 30D | +6.9% | +19.3% | -12.4% | -0.1% |
| 3M | +4.8% | +8.9% | -4.1% | +0.9% |
| 6M | +19.8% | +28.2% | -8.4% | +8.3% |
| YTD | +34.9% | +18.4% | +16.5% | +24.8% |
| 1Y | +32.8% | +20.6% | +12.2% | +21.9% |
| 3Y | +93.7% | -0.6% | +94.4% | +86.0% |
| 5Y | +105.3% | -19.7% | +125.1% | +110.1% |
| 10Y | +595.4% | +14.7% | +580.6% | +479.2% |
| All | +4,309.9% | +318.7% | +3,991.3% | +2,059.1% |
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 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