+32.6%
NET vs ZBH
-18.2%
+50.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.5% | -16.1% | -7.9% |
| 7D | -16.4% | +14.3% | -30.6% | -21.1% |
| 30D | -25.8% | +20.3% | -46.1% | -31.8% |
| 3M | -11.5% | +15.3% | -26.8% | -17.4% |
| 6M | +18.9% | +33.9% | -15.0% | +2.5% |
| YTD | +35.2% | +23.5% | +11.7% | +19.8% |
| 1Y | +14.5% | +7.9% | +6.6% | +7.9% |
| 3Y | +313.8% | +4.2% | +309.6% | +261.4% |
| 5Y | +32.6% | -13.9% | +46.5% | +14.8% |
| All | +32.6% | -18.2% | +50.8% | +14.8% |
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