+228.2%
TER vs ZBH
-31.0%
+259.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +12.4% | -4.9% | +17.3% | +13.9% |
| 30D | +5.1% | -3.2% | +8.4% | +5.8% |
| 3M | +4.0% | +5.8% | -1.9% | +0.3% |
| 6M | +29.5% | +2.0% | +27.6% | +26.4% |
| YTD | +98.5% | +5.8% | +92.7% | +90.7% |
| 1Y | +234.1% | -7.9% | +242.0% | +234.4% |
| 3Y | +289.0% | -19.4% | +308.4% | +308.1% |
| 5Y | +228.2% | -29.5% | +257.7% | +229.4% |
| All | +228.2% | -31.0% | +259.1% | +229.4% |
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