+47.7%
FE vs ZBH
-19.5%
+67.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.1% |
| 7D | +0.6% | -5.2% | +5.8% | +1.5% |
| 30D | -2.1% | -2.4% | +0.3% | -1.8% |
| 3M | +2.6% | +8.3% | -5.6% | +1.0% |
| 6M | -6.8% | +0.7% | -7.4% | -7.2% |
| YTD | +6.9% | +5.3% | +1.5% | +5.4% |
| 1Y | +11.6% | -9.1% | +20.6% | +12.8% |
| 3Y | +47.7% | -19.7% | +67.4% | +53.2% |
| All | +47.7% | -19.5% | +67.2% | +53.2% |
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