+2,943.1%
FN vs ZBH
+131.5%
+2,811.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.8% | +12.1% |
| 7D | 0.0% | +11.7% | -11.8% | -4.4% |
| 30D | -34.3% | +19.3% | -53.6% | -38.9% |
| 3M | -39.9% | +8.9% | -48.8% | -42.6% |
| 6M | -51.8% | +28.2% | -80.0% | -57.6% |
| YTD | -28.1% | +18.4% | -46.5% | -35.2% |
| 1Y | -29.1% | +20.6% | -49.7% | -36.6% |
| 3Y | +102.4% | -0.6% | +103.1% | +86.9% |
| 5Y | +171.7% | -19.7% | +191.4% | +171.9% |
| 10Y | +773.5% | +14.7% | +758.8% | +567.8% |
| All | +2,943.1% | +131.5% | +2,811.6% | +1,112.0% |
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