+2,417.7%
FTI vs ZBH
+272.6%
+2,145.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.2% |
| 7D | -0.2% | -5.2% | +5.0% | +2.4% |
| 30D | +12.3% | -2.4% | +14.8% | +13.5% |
| 3M | +13.8% | +8.3% | +5.5% | +8.2% |
| 6M | +24.3% | +0.7% | +23.6% | +21.3% |
| YTD | +75.8% | +5.3% | +70.4% | +67.3% |
| 1Y | +99.6% | -9.1% | +108.7% | +101.4% |
| 3Y | +278.4% | -19.7% | +298.1% | +292.9% |
| 5Y | +1,168.7% | -31.3% | +1,200.0% | +1,294.6% |
| 10Y | +297.5% | -18.9% | +316.5% | +300.4% |
| All | +2,417.7% | +272.6% | +2,145.1% | +1,237.7% |
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