+3,689.8%
FN vs ZBH
+114.4%
+3,575.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.5% |
| 7D | -1.7% | -2.8% | +1.1% | -0.6% |
| 30D | -22.0% | -0.1% | -21.9% | -22.2% |
| 3M | -43.0% | +13.4% | -56.4% | -46.7% |
| 6M | -27.7% | +3.0% | -30.7% | -30.1% |
| YTD | -10.5% | +9.7% | -20.2% | -16.0% |
| 1Y | +12.5% | -5.4% | +17.9% | +10.8% |
| 3Y | +153.8% | -15.6% | +169.4% | +153.2% |
| 5Y | +288.0% | -28.1% | +316.1% | +309.3% |
| 10Y | +906.4% | -15.2% | +921.7% | +810.3% |
| All | +3,689.8% | +114.4% | +3,575.4% | +1,470.6% |
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 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