+4,007.0%
FAST vs ZBH
+287.8%
+3,719.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | -0.4% | -2.8% | +2.5% | +0.7% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | +5.8% | +13.4% | -7.7% | +0.7% |
| 6M | +8.0% | +3.0% | +5.0% | +5.9% |
| YTD | +25.6% | +9.7% | +16.0% | +20.2% |
| 1Y | +0.8% | -5.4% | +6.2% | +0.8% |
| 3Y | +86.1% | -15.6% | +101.7% | +90.3% |
| 5Y | +100.2% | -28.1% | +128.3% | +113.8% |
| 10Y | +494.2% | -15.2% | +509.4% | +457.4% |
| All | +4,007.0% | +287.8% | +3,719.1% | +1,980.5% |
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