+141.6%
FITB vs ZBH
-0.3%
+141.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +2.8% | -2.3% | +5.0% | +3.3% |
| 30D | +9.8% | +12.5% | -2.7% | +6.6% |
| 3M | -5.2% | +3.9% | -9.1% | -6.3% |
| 6M | +17.3% | +25.4% | -8.1% | +10.5% |
| YTD | +19.3% | +15.7% | +3.6% | +14.2% |
| 1Y | +32.7% | +15.2% | +17.5% | +27.1% |
| 3Y | +141.6% | +0.3% | +141.2% | +107.9% |
| All | +141.6% | -0.3% | +141.9% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling