+6.0%
LOW vs ZBH
-31.2%
+37.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -2.6% | -6.6% | +3.9% | -0.3% |
| 30D | -11.1% | -4.9% | -6.2% | -9.6% |
| 3M | -8.5% | +5.1% | -13.6% | -10.3% |
| 6M | -20.8% | +1.3% | -22.2% | -21.7% |
| YTD | -17.2% | +3.4% | -20.6% | -18.9% |
| 1Y | -24.7% | -8.7% | -16.0% | -23.5% |
| 3Y | -9.7% | -21.2% | +11.5% | -4.2% |
| 5Y | +6.0% | -29.2% | +35.2% | +8.6% |
| All | +6.0% | -31.2% | +37.2% | +8.6% |
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