+25.1%
RF vs ZBH
+11.3%
+13.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.5% | -12.0% | -0.9% |
| 7D | +2.3% | +14.3% | -12.0% | -0.3% |
| 30D | +7.2% | +20.3% | -13.0% | +3.6% |
| 3M | -8.2% | +15.3% | -23.5% | -10.7% |
| 6M | +7.0% | +33.9% | -26.9% | +1.5% |
| YTD | +10.3% | +23.5% | -13.2% | +5.8% |
| 1Y | +25.1% | +7.9% | +17.2% | +20.5% |
| All | +25.1% | +11.3% | +13.7% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling