+3,191.4%
FN vs ZBH
+128.6%
+3,062.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.2% |
| 7D | +20.8% | -2.1% | +22.9% | +21.8% |
| 30D | -17.3% | +13.6% | -30.8% | -21.5% |
| 3M | -38.1% | +7.1% | -45.2% | -40.5% |
| 6M | -44.2% | +26.1% | -70.3% | -50.5% |
| YTD | -22.3% | +17.2% | -39.5% | -29.6% |
| 1Y | -20.9% | +17.4% | -38.3% | -28.5% |
| 3Y | +111.1% | +2.0% | +109.0% | +92.6% |
| 5Y | +191.8% | -15.0% | +206.8% | +183.7% |
| 10Y | +767.4% | +19.1% | +748.4% | +549.1% |
| All | +3,191.4% | +128.6% | +3,062.8% | +1,219.1% |
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