+368.8%
FE vs ZBH
+325.5%
+43.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -0.5% | +10.6% | -11.1% | -3.3% |
| 30D | +4.3% | +20.4% | -16.1% | -0.9% |
| 3M | +0.4% | +10.0% | -9.7% | -2.6% |
| 6M | +6.9% | +31.0% | -24.1% | -1.2% |
| YTD | +8.0% | +20.3% | -12.3% | +1.5% |
| 1Y | +4.8% | +22.2% | -17.4% | -1.9% |
| 3Y | +49.0% | +4.7% | +44.2% | +42.9% |
| 5Y | +46.2% | -13.7% | +59.9% | +45.7% |
| 10Y | +120.9% | +19.3% | +101.6% | +93.0% |
| All | +368.8% | +325.5% | +43.2% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling