+159.1%
RF vs ZBH
+318.7%
-159.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | -0.9% | +11.7% | -12.6% | -7.4% |
| 30D | +6.0% | +19.3% | -13.3% | -4.6% |
| 3M | -8.9% | +8.9% | -17.8% | -14.1% |
| 6M | +2.3% | +28.2% | -25.8% | -12.6% |
| YTD | +7.6% | +18.4% | -10.8% | -4.9% |
| 1Y | +21.2% | +20.6% | +0.6% | +5.9% |
| 3Y | +108.5% | -0.6% | +109.1% | +94.7% |
| 5Y | +43.2% | -19.7% | +63.0% | +48.4% |
| 10Y | +288.1% | +14.7% | +273.3% | +217.9% |
| All | +159.1% | +318.7% | -159.6% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling