+1,449.6%
NET vs ZBH
-24.8%
+1,474.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -7.0% | -2.8% | -4.2% | -6.2% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +3.8% | +13.4% | -9.6% | -0.6% |
| 6M | +50.0% | +3.0% | +47.1% | +47.4% |
| YTD | +41.5% | +9.7% | +31.8% | +36.1% |
| 1Y | +32.8% | -5.4% | +38.2% | +32.9% |
| 3Y | +335.9% | -15.6% | +351.5% | +342.4% |
| 5Y | +113.8% | -28.1% | +141.9% | +121.6% |
| All | +1,449.6% | -24.8% | +1,474.3% | +1,580.2% |
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