-25.7%
FN vs ZBH
+11.3%
-37.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.5% | -19.5% | +0.2% |
| 7D | -7.0% | +14.3% | -21.3% | -0.5% |
| 30D | -24.7% | +20.3% | -45.0% | -17.2% |
| 3M | -35.7% | +15.3% | -50.9% | -30.1% |
| 6M | -52.4% | +33.9% | -86.4% | -46.3% |
| YTD | -25.0% | +23.5% | -48.4% | -14.0% |
| 1Y | -25.7% | +7.9% | -33.6% | -17.2% |
| All | -25.7% | +11.3% | -37.0% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling