+50.9%
O vs ZBH
-17.1%
+68.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | -3.5% | -6.6% | +3.0% | -1.2% |
| 30D | -3.3% | -4.9% | +1.6% | -1.7% |
| 3M | -2.8% | +5.1% | -8.0% | -4.9% |
| 6M | -5.8% | +1.3% | -7.1% | -7.2% |
| YTD | +9.4% | +3.4% | +6.0% | +6.8% |
| 1Y | +5.7% | -8.7% | +14.4% | +7.0% |
| 3Y | +27.2% | -21.2% | +48.4% | +34.0% |
| 5Y | +17.2% | -29.2% | +46.4% | +26.0% |
| All | +50.9% | -17.1% | +68.0% | +34.4% |
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 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