+47.2%
FE vs ZBH
-27.9%
+75.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +1.9% | -2.8% | +4.8% | +2.5% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +3.5% | +13.4% | -9.9% | +0.6% |
| 6M | -6.1% | +3.0% | -9.0% | -7.1% |
| YTD | +7.6% | +9.7% | -2.0% | +4.8% |
| 1Y | +11.9% | -5.4% | +17.3% | +12.3% |
| 3Y | +48.4% | -15.6% | +64.0% | +52.0% |
| All | +47.2% | -27.9% | +75.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling