+284.0%
FLEX vs ZBH
+309.2%
-25.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | +7.5% | -2.3% | +9.7% | +8.8% |
| 30D | -25.3% | +12.5% | -37.7% | -30.6% |
| 3M | -39.7% | +3.9% | -43.6% | -42.2% |
| 6M | -47.9% | +25.4% | -73.3% | -55.4% |
| YTD | +24.1% | +15.7% | +8.4% | +8.9% |
| 1Y | +26.0% | +15.2% | +10.8% | +10.7% |
| 3Y | +282.7% | +0.3% | +282.3% | +242.5% |
| 5Y | +424.2% | -16.1% | +440.3% | +409.0% |
| 10Y | +613.8% | +17.8% | +595.9% | +476.6% |
| All | +284.0% | +309.2% | -25.2% | +71.0% |
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