+42.1%
RF vs ZBH
-19.6%
+61.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.9% | +11.7% | -12.6% | -5.0% |
| 30D | +6.0% | +19.3% | -13.3% | -0.8% |
| 3M | -8.9% | +8.9% | -17.8% | -12.1% |
| 6M | +2.3% | +28.2% | -25.8% | -7.5% |
| YTD | +7.6% | +18.4% | -10.8% | -0.4% |
| 1Y | +21.2% | +20.6% | +0.6% | +11.2% |
| 3Y | +108.5% | -0.6% | +109.1% | +100.9% |
| All | +42.1% | -19.6% | +61.7% | +51.1% |
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