+266.8%
FTI vs ZBH
-21.6%
+288.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.7% |
| 7D | -5.6% | -6.6% | +0.9% | -5.2% |
| 30D | +0.4% | -4.9% | +5.3% | +0.7% |
| 3M | +8.1% | +5.1% | +3.0% | +7.4% |
| 6M | +16.7% | +1.3% | +15.4% | +16.1% |
| YTD | +70.0% | +3.4% | +66.6% | +68.8% |
| 1Y | +85.4% | -8.7% | +94.1% | +86.2% |
| All | +266.8% | -21.6% | +288.4% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling