+448.7%
FIX vs ZBH
+0.1%
+448.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.3% |
| 7D | -17.5% | +11.7% | -29.2% | -15.7% |
| 30D | -41.6% | +19.3% | -60.9% | -40.1% |
| 3M | -40.6% | +8.9% | -49.5% | -39.3% |
| 6M | -49.4% | +28.2% | -77.5% | -48.5% |
| YTD | +9.2% | +18.4% | -9.2% | +11.8% |
| 1Y | +6.5% | +20.6% | -14.1% | +9.1% |
| 3Y | +448.7% | -0.6% | +449.3% | +414.7% |
| All | +448.7% | +0.1% | +448.6% | +414.7% |
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