+206.5%
FITB vs ZBH
+17.7%
+188.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.8% |
| 7D | +2.8% | -2.3% | +5.0% | +4.0% |
| 30D | +9.8% | +12.5% | -2.7% | +2.1% |
| 3M | -5.2% | +3.9% | -9.1% | -8.2% |
| 6M | +17.3% | +25.4% | -8.1% | +1.1% |
| YTD | +19.3% | +15.7% | +3.6% | +6.3% |
| 1Y | +32.7% | +15.2% | +17.5% | +18.4% |
| 3Y | +141.6% | +0.3% | +141.2% | +122.7% |
| 5Y | +48.9% | -16.1% | +64.9% | +50.7% |
| All | +206.5% | +17.7% | +188.8% | +168.5% |
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