+284.0%
FITB vs ZBH
-16.2%
+300.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -0.3% | -4.7% | +4.4% | +2.3% |
| 30D | -5.7% | -4.5% | -1.2% | -3.5% |
| 3M | +3.2% | +7.6% | -4.4% | -1.8% |
| 6M | +23.4% | +0.3% | +23.1% | +21.1% |
| YTD | +18.8% | +4.5% | +14.3% | +13.4% |
| 1Y | +25.0% | -9.4% | +34.4% | +27.7% |
| 3Y | +131.2% | -21.5% | +152.7% | +149.9% |
| 5Y | +70.7% | -28.4% | +99.1% | +90.7% |
| All | +284.0% | -16.2% | +300.2% | +265.1% |
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 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