+164.7%
RF vs ZBH
+329.5%
-164.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.8% |
| 7D | -0.1% | +11.3% | -11.4% | -6.4% |
| 30D | +7.0% | +21.5% | -14.5% | -4.6% |
| 3M | -7.0% | +12.5% | -19.5% | -13.9% |
| 6M | +6.8% | +32.3% | -25.5% | -10.4% |
| YTD | +9.9% | +21.4% | -11.5% | -4.1% |
| 1Y | +21.1% | +23.7% | -2.6% | +4.4% |
| 3Y | +119.6% | +7.0% | +112.6% | +96.5% |
| 5Y | +46.2% | -13.2% | +59.4% | +44.9% |
| 10Y | +261.5% | +19.3% | +242.2% | +189.8% |
| All | +164.7% | +329.5% | -164.8% | +24.8% |
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