-27.5%
TER vs ZBH
+31.3%
-58.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.4% |
| 7D | +5.9% | -2.4% | +8.3% | +3.4% |
| 30D | -30.8% | +16.6% | -47.4% | -20.1% |
| 3M | -29.9% | +10.8% | -40.8% | -22.6% |
| 6M | -27.5% | +35.8% | -63.2% | -2.3% |
| All | -27.5% | +31.3% | -58.7% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling