+822.4%
TER vs ZBH
+314.6%
+507.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.5% |
| 7D | +24.0% | -2.1% | +26.1% | +25.3% |
| 30D | -30.6% | +13.6% | -44.2% | -35.4% |
| 3M | -34.5% | +7.1% | -41.6% | -37.9% |
| 6M | -26.4% | +26.1% | -52.4% | -36.9% |
| YTD | +36.4% | +17.2% | +19.2% | +20.7% |
| 1Y | +47.4% | +17.4% | +30.0% | +30.2% |
| 3Y | +202.6% | +2.0% | +200.5% | +174.8% |
| 5Y | +83.9% | -15.0% | +98.8% | +82.3% |
| 10Y | +1,068.0% | +19.4% | +1,048.6% | +810.7% |
| All | +822.4% | +314.6% | +507.8% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling