+1,464.0%
NRG vs ZBH
+58.9%
+1,405.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.3% |
| 7D | -0.2% | -6.6% | +6.4% | +2.5% |
| 30D | -6.8% | -4.9% | -1.9% | -4.9% |
| 3M | -7.1% | +5.1% | -12.3% | -9.5% |
| 6M | -27.6% | +1.3% | -28.9% | -28.7% |
| YTD | -29.2% | +3.4% | -32.6% | -31.0% |
| 1Y | -29.9% | -8.7% | -21.2% | -29.0% |
| 3Y | +198.7% | -21.2% | +219.9% | +212.4% |
| 5Y | +192.9% | -29.2% | +222.1% | +215.9% |
| 10Y | +1,084.1% | -17.5% | +1,101.6% | +1,016.1% |
| All | +1,464.0% | +58.9% | +1,405.1% | +908.9% |
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