+66.9%
T vs ZBH
-17.1%
+84.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | -2.4% | -6.6% | +4.1% | -0.8% |
| 30D | +4.3% | -4.9% | +9.2% | +5.6% |
| 3M | +11.6% | +5.1% | +6.4% | +10.0% |
| 6M | -5.6% | +1.3% | -6.9% | -6.5% |
| YTD | +6.6% | +3.4% | +3.2% | +4.8% |
| 1Y | -8.4% | -8.7% | +0.3% | -7.4% |
| 3Y | +107.8% | -21.2% | +129.1% | +115.8% |
| 5Y | +68.3% | -29.2% | +97.5% | +77.2% |
| All | +66.9% | -17.1% | +84.1% | +59.8% |
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 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