+743.6%
FN vs ZBH
+13.5%
+730.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.8% | +11.9% |
| 7D | 0.0% | +11.7% | -11.8% | -3.1% |
| 30D | -34.3% | +19.3% | -53.6% | -37.6% |
| 3M | -39.9% | +8.9% | -48.8% | -41.7% |
| 6M | -51.8% | +28.2% | -80.0% | -56.2% |
| YTD | -28.1% | +18.4% | -46.5% | -33.3% |
| 1Y | -29.1% | +20.6% | -49.7% | -34.6% |
| 3Y | +102.4% | -0.6% | +103.1% | +91.5% |
| 5Y | +171.7% | -19.7% | +191.4% | +175.6% |
| All | +743.6% | +13.5% | +730.1% | +652.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling