+4,463.9%
FAST vs ZBH
+325.5%
+4,138.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +4.8% | +10.6% | -5.8% | +0.8% |
| 30D | +8.6% | +20.4% | -11.8% | +1.2% |
| 3M | +5.7% | +10.0% | -4.4% | +1.4% |
| 6M | +25.5% | +31.0% | -5.6% | +12.6% |
| YTD | +39.6% | +20.3% | +19.3% | +28.4% |
| 1Y | +35.5% | +22.2% | +13.2% | +23.7% |
| 3Y | +96.2% | +4.7% | +91.5% | +84.8% |
| 5Y | +110.2% | -13.7% | +123.9% | +109.5% |
| 10Y | +531.8% | +19.3% | +512.5% | +418.7% |
| All | +4,463.9% | +325.5% | +4,138.4% | +2,121.8% |
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