+178.4%
RF vs ZBH
+287.8%
-109.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.3% | -2.8% | +4.1% | +2.9% |
| 30D | -3.6% | -0.1% | -3.5% | -3.7% |
| 3M | +8.1% | +13.4% | -5.3% | 0.0% |
| 6M | +11.5% | +3.0% | +8.5% | +7.8% |
| YTD | +15.6% | +9.7% | +5.9% | +7.7% |
| 1Y | +15.7% | -5.4% | +21.1% | +15.4% |
| 3Y | +86.9% | -15.6% | +102.5% | +93.0% |
| 5Y | +89.8% | -28.1% | +117.9% | +110.6% |
| 10Y | +344.7% | -15.2% | +359.9% | +331.2% |
| All | +178.4% | +287.8% | -109.4% | +40.2% |
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