+834.9%
MSCI vs ZBH
+19.2%
+815.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.5% |
| 7D | -0.7% | -2.1% | +1.5% | +0.2% |
| 30D | +16.2% | +13.6% | +2.6% | +10.4% |
| 3M | +16.1% | +7.1% | +9.0% | +12.6% |
| 6M | +12.9% | +26.1% | -13.2% | +2.3% |
| YTD | +14.8% | +17.2% | -2.4% | +5.9% |
| 1Y | +13.8% | +17.4% | -3.6% | +4.8% |
| 3Y | +31.2% | +2.0% | +29.2% | +23.5% |
| 5Y | +5.6% | -15.0% | +20.5% | +7.1% |
| All | +834.9% | +19.2% | +815.7% | +699.3% |
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