+336.7%
RF vs ZBH
-18.8%
+355.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | +0.9% |
| 7D | +2.7% | -5.2% | +7.9% | +5.6% |
| 30D | -3.4% | -2.4% | -0.9% | -2.3% |
| 3M | +6.4% | +8.3% | -1.9% | +1.1% |
| 6M | +13.4% | +0.7% | +12.8% | +11.2% |
| YTD | +14.2% | +5.3% | +8.9% | +9.1% |
| 1Y | +15.7% | -9.1% | +24.8% | +18.1% |
| 3Y | +91.3% | -19.7% | +111.0% | +104.0% |
| 5Y | +89.8% | -31.3% | +121.0% | +117.3% |
| 10Y | +336.7% | -18.9% | +355.6% | +325.7% |
| All | +336.7% | -18.8% | +355.5% | +325.7% |
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