+3,800.0%
FIX vs ZBH
+16.4%
+3,783.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.6% |
| 7D | -7.2% | +11.3% | -18.5% | -11.1% |
| 30D | -35.1% | +21.5% | -56.6% | -39.9% |
| 3M | -34.3% | +12.5% | -46.8% | -37.7% |
| 6M | -42.9% | +32.3% | -75.2% | -49.8% |
| YTD | +19.5% | +21.4% | -2.0% | +8.0% |
| 1Y | +16.8% | +23.7% | -6.9% | +4.7% |
| 3Y | +506.7% | +7.0% | +499.7% | +449.0% |
| 5Y | +1,046.7% | -13.2% | +1,059.9% | +1,027.4% |
| 10Y | +3,800.0% | +19.3% | +3,780.7% | +3,160.5% |
| All | +3,800.0% | +16.4% | +3,783.6% | +3,160.5% |
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