+363.5%
SE vs ZBH
-6.4%
+369.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -0.5% | -2.3% | +1.8% | +0.5% |
| 30D | -20.9% | +12.5% | -33.4% | -25.5% |
| 3M | -38.9% | +3.9% | -42.8% | -40.4% |
| 6M | -19.4% | +25.4% | -44.8% | -29.0% |
| YTD | -40.9% | +15.7% | -56.6% | -46.1% |
| 1Y | -46.2% | +15.2% | -61.4% | -50.9% |
| 3Y | +63.7% | +0.3% | +63.4% | +51.5% |
| 5Y | -77.9% | -16.1% | -61.9% | -77.1% |
| All | +363.5% | -6.4% | +369.9% | +337.1% |
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 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