+1,036.2%
FTI vs ZBH
-28.6%
+1,064.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -4.4% | -4.7% | +0.3% | -3.4% |
| 30D | +1.5% | -4.5% | +6.0% | +2.4% |
| 3M | +8.2% | +7.6% | +0.6% | +5.9% |
| 6M | +18.8% | +0.3% | +18.5% | +17.8% |
| YTD | +71.7% | +4.5% | +67.1% | +68.2% |
| 1Y | +90.0% | -9.4% | +99.4% | +92.3% |
| 3Y | +270.5% | -21.5% | +292.0% | +288.2% |
| All | +1,036.2% | -28.6% | +1,064.8% | +1,110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling