+64.2%
T vs ZBH
-31.0%
+95.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -3.1% | -4.9% | +1.8% | -2.0% |
| 30D | +4.6% | -3.2% | +7.8% | +5.3% |
| 3M | +12.2% | +5.8% | +6.4% | +10.8% |
| 6M | -6.5% | +2.0% | -8.4% | -7.3% |
| YTD | +4.9% | +5.8% | -0.9% | +2.9% |
| 1Y | -10.5% | -7.9% | -2.5% | -9.8% |
| 3Y | +104.6% | -19.4% | +124.0% | +111.2% |
| 5Y | +64.2% | -29.5% | +93.7% | +72.4% |
| All | +64.2% | -31.0% | +95.2% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling