+995.4%
TER vs ZBH
+17.7%
+977.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | +14.4% | -2.3% | +16.6% | +15.5% |
| 30D | -30.6% | +12.5% | -43.0% | -34.3% |
| 3M | -39.2% | +3.9% | -43.1% | -41.0% |
| 6M | -31.3% | +25.4% | -56.7% | -39.8% |
| YTD | +29.1% | +15.7% | +13.4% | +16.9% |
| 1Y | +47.4% | +15.2% | +32.3% | +33.7% |
| 3Y | +191.2% | +0.3% | +190.9% | +170.3% |
| 5Y | +74.0% | -16.1% | +90.0% | +75.7% |
| All | +995.4% | +17.7% | +977.7% | +779.4% |
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 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