+138.6%
NOK vs ZBH
-16.2%
+154.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +11.0% | -4.7% | +15.6% | +12.2% |
| 30D | +7.8% | -4.5% | +12.3% | +8.9% |
| 3M | -21.0% | +7.6% | -28.6% | -23.2% |
| 6M | +40.9% | +0.3% | +40.6% | +38.8% |
| YTD | +72.0% | +4.5% | +67.5% | +67.2% |
| 1Y | +140.9% | -9.4% | +150.3% | +142.1% |
| 3Y | +194.3% | -21.5% | +215.7% | +205.2% |
| 5Y | +112.5% | -28.4% | +140.9% | +123.8% |
| All | +138.6% | -16.2% | +154.7% | +119.1% |
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