+2,739.7%
MSCI vs ZBH
+87.2%
+2,652.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.4% |
| 7D | +1.5% | +11.3% | -9.8% | -3.8% |
| 30D | +14.4% | +21.5% | -7.1% | +4.0% |
| 3M | +15.2% | +12.5% | +2.7% | +8.3% |
| 6M | +11.2% | +32.3% | -21.1% | -3.8% |
| YTD | +13.9% | +21.4% | -7.5% | +1.4% |
| 1Y | +12.5% | +23.7% | -11.2% | -1.0% |
| 3Y | +32.3% | +7.0% | +25.2% | +19.6% |
| 5Y | +4.9% | -13.2% | +18.1% | +4.6% |
| 10Y | +779.7% | +19.3% | +760.4% | +568.6% |
| All | +2,739.7% | +87.2% | +2,652.5% | +1,466.4% |
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