+46.0%
FE vs ZBH
+0.1%
+45.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | 0.0% | +11.7% | -11.7% | -1.9% |
| 30D | +5.2% | +19.3% | -14.1% | +2.2% |
| 3M | 0.0% | +8.9% | -9.0% | -1.6% |
| 6M | +5.0% | +28.2% | -23.1% | +0.4% |
| YTD | +7.9% | +18.4% | -10.5% | +4.2% |
| 1Y | +6.3% | +20.6% | -14.2% | +2.3% |
| 3Y | +46.0% | -0.6% | +46.6% | +44.6% |
| All | +46.0% | +0.1% | +45.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling