+114.5%
FE vs ZBH
-18.0%
+132.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | -4.9% | +4.7% | +1.0% |
| 30D | -1.2% | -3.2% | +2.1% | -0.5% |
| 3M | +1.7% | +5.8% | -4.2% | 0.0% |
| 6M | -7.5% | +2.0% | -9.4% | -8.5% |
| YTD | +6.3% | +5.8% | +0.5% | +4.0% |
| 1Y | +10.9% | -7.9% | +18.8% | +11.7% |
| 3Y | +46.9% | -19.4% | +66.3% | +51.6% |
| 5Y | +47.6% | -29.5% | +77.1% | +55.4% |
| 10Y | +114.5% | -15.5% | +130.0% | +104.8% |
| All | +114.5% | -18.0% | +132.4% | +104.8% |
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 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