+254.8%
SPOT vs ZBH
-2.5%
+257.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.2% |
| 7D | -2.9% | -5.2% | +2.4% | -1.0% |
| 30D | +8.3% | -2.4% | +10.7% | +9.3% |
| 3M | +5.1% | +8.3% | -3.2% | +2.0% |
| 6M | -6.5% | +0.7% | -7.1% | -6.9% |
| YTD | -9.0% | +5.3% | -14.3% | -11.0% |
| 1Y | -26.4% | -9.1% | -17.3% | -25.0% |
| 3Y | +240.0% | -19.7% | +259.7% | +254.1% |
| 5Y | +111.7% | -31.3% | +143.0% | +129.8% |
| All | +254.8% | -2.5% | +257.2% | +218.6% |
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