-79.1%
FIG vs ZBH
+7.6%
-86.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -16.3% | -2.8% | -13.5% | -15.7% |
| 30D | -14.3% | -0.1% | -14.2% | -14.4% |
| 3M | +7.2% | +13.4% | -6.3% | +4.5% |
| 6M | -18.6% | +3.0% | -21.6% | -20.5% |
| YTD | -35.5% | +9.7% | -45.1% | -37.1% |
| 1Y | -55.8% | -5.4% | -50.4% | -58.8% |
| All | -79.1% | +7.6% | -86.8% | -76.2% |
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 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