+277.0%
IR vs ZBH
-13.0%
+290.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -1.9% | -4.9% | +3.0% | +0.5% |
| 30D | -15.0% | -3.2% | -11.8% | -13.7% |
| 3M | -0.4% | +5.8% | -6.3% | -3.5% |
| 6M | -15.0% | +2.0% | -17.0% | -16.5% |
| YTD | -7.1% | +5.8% | -12.8% | -10.5% |
| 1Y | -7.5% | -7.9% | +0.4% | -5.8% |
| 3Y | +6.3% | -19.4% | +25.7% | +12.8% |
| 5Y | +37.3% | -29.5% | +66.8% | +53.3% |
| All | +277.0% | -13.0% | +290.0% | +248.9% |
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