+289.3%
FN vs ZBH
-27.9%
+317.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | -1.7% | -2.8% | +1.1% | -1.5% |
| 30D | -22.0% | -0.1% | -21.9% | -22.0% |
| 3M | -43.0% | +13.4% | -56.4% | -44.2% |
| 6M | -27.7% | +3.0% | -30.7% | -28.1% |
| YTD | -10.5% | +9.7% | -20.2% | -12.0% |
| 1Y | +12.5% | -5.4% | +17.9% | +13.2% |
| 3Y | +153.8% | -15.6% | +169.4% | +158.8% |
| All | +289.3% | -27.9% | +317.2% | +298.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling