+149.8%
FDX vs ZBH
+19.2%
+130.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | +0.8% | -2.1% | +2.9% | +1.7% |
| 30D | +9.9% | +13.6% | -3.7% | +4.1% |
| 3M | -1.9% | +7.1% | -9.0% | -5.1% |
| 6M | +6.1% | +26.1% | -20.0% | -4.5% |
| YTD | +38.8% | +17.2% | +21.6% | +27.7% |
| 1Y | +50.0% | +17.4% | +32.6% | +37.8% |
| 3Y | +71.0% | +2.0% | +69.0% | +61.9% |
| 5Y | +72.5% | -15.0% | +87.4% | +74.7% |
| All | +149.8% | +19.2% | +130.5% | +123.9% |
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