+460.9%
FLEX vs ZBH
+287.8%
+173.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.9% | -2.8% | +1.9% | +0.5% |
| 30D | -10.1% | -0.1% | -10.1% | -10.4% |
| 3M | -31.3% | +13.4% | -44.8% | -36.9% |
| 6M | +71.3% | +3.0% | +68.3% | +63.8% |
| YTD | +81.2% | +9.7% | +71.6% | +66.7% |
| 1Y | +98.5% | -5.4% | +103.9% | +93.6% |
| 3Y | +428.2% | -15.6% | +443.8% | +426.7% |
| 5Y | +657.3% | -28.1% | +685.4% | +712.5% |
| 10Y | +995.9% | -15.2% | +1,011.2% | +952.7% |
| All | +460.9% | +287.8% | +173.0% | +161.7% |
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 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