-79.9%
FIG vs ZBH
+2.6%
-82.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | -3.8% | -4.7% | +0.9% | -2.6% |
| 30D | -2.3% | -4.5% | +2.2% | -1.3% |
| 3M | +20.0% | +7.6% | +12.4% | +18.5% |
| 6M | -16.7% | +0.3% | -16.9% | -17.6% |
| YTD | -37.9% | +4.5% | -42.4% | -38.8% |
| 1Y | -58.5% | -9.4% | -49.2% | -60.4% |
| All | -79.9% | +2.6% | -82.5% | -76.8% |
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