+300.1%
FLEX vs ZBH
+314.6%
-14.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.2% |
| 7D | +17.1% | -2.1% | +19.2% | +18.4% |
| 30D | -29.5% | +13.6% | -43.1% | -34.8% |
| 3M | -37.3% | +7.1% | -44.4% | -40.7% |
| 6M | -44.1% | +26.1% | -70.2% | -52.3% |
| YTD | +29.3% | +17.2% | +12.1% | +12.8% |
| 1Y | +24.2% | +17.4% | +6.8% | +8.1% |
| 3Y | +297.3% | +2.0% | +295.3% | +252.6% |
| 5Y | +446.2% | -15.0% | +461.1% | +426.9% |
| 10Y | +643.7% | +19.4% | +624.3% | +497.0% |
| All | +300.1% | +314.6% | -14.5% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling