+256.3%
P vs ZBH
-14.9%
+271.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +6.0% |
| 7D | -9.6% | +11.3% | -20.9% | -10.6% |
| 30D | -33.4% | +21.5% | -55.0% | -35.1% |
| 3M | +14.2% | +12.5% | +1.7% | +12.5% |
| 6M | +31.6% | +32.3% | -0.7% | +24.6% |
| YTD | +53.5% | +21.4% | +32.0% | +48.0% |
| 1Y | +14.2% | +23.7% | -9.5% | +9.7% |
| 3Y | +190.5% | +7.0% | +183.5% | +176.8% |
| 5Y | +256.3% | -13.2% | +269.5% | +264.6% |
| All | +256.3% | -14.9% | +271.2% | +264.6% |
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