+102.4%
FN vs ZBH
+0.1%
+102.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.8% | +11.4% |
| 7D | 0.0% | +11.7% | -11.8% | +2.8% |
| 30D | -34.3% | +19.3% | -53.6% | -31.5% |
| 3M | -39.9% | +8.9% | -48.8% | -38.0% |
| 6M | -51.8% | +28.2% | -80.0% | -49.7% |
| YTD | -28.1% | +18.4% | -46.5% | -24.6% |
| 1Y | -29.1% | +20.6% | -49.7% | -25.4% |
| 3Y | +102.4% | -0.6% | +103.1% | +124.2% |
| All | +102.4% | +0.1% | +102.3% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling