+1,851.9%
TER vs ZBH
-16.2%
+1,868.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.1% |
| 7D | +6.4% | -4.7% | +11.0% | +8.3% |
| 30D | -5.7% | -4.5% | -1.2% | -4.3% |
| 3M | -0.4% | +7.6% | -8.0% | -5.4% |
| 6M | +25.8% | +0.3% | +25.6% | +22.9% |
| YTD | +96.4% | +4.5% | +91.9% | +87.9% |
| 1Y | +229.2% | -9.4% | +238.6% | +230.9% |
| 3Y | +288.1% | -21.5% | +309.6% | +308.9% |
| 5Y | +219.9% | -28.4% | +248.3% | +247.2% |
| All | +1,851.9% | -16.2% | +1,868.1% | +1,718.3% |
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