+453.5%
FSLR vs ZBH
-17.1%
+470.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.8% |
| 7D | -0.1% | -6.6% | +6.4% | +2.2% |
| 30D | -14.0% | -4.9% | -9.1% | -12.6% |
| 3M | -16.9% | +5.1% | -22.0% | -19.2% |
| 6M | +4.7% | +1.3% | +3.4% | +2.6% |
| YTD | -20.7% | +3.4% | -24.0% | -23.1% |
| 1Y | +1.7% | -8.7% | +10.3% | +2.3% |
| 3Y | +13.1% | -21.2% | +34.3% | +19.0% |
| 5Y | +108.4% | -29.2% | +137.6% | +124.6% |
| All | +453.5% | -17.1% | +470.6% | +415.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling