+383.3%
TPR vs ZBH
+17.3%
+366.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +12.1% | +10.6% | +1.5% | +5.8% |
| 30D | +16.7% | +20.4% | -3.7% | +5.3% |
| 3M | -17.4% | +10.0% | -27.4% | -22.2% |
| 6M | +2.3% | +31.0% | -28.8% | -13.1% |
| YTD | +7.1% | +20.3% | -13.2% | -5.5% |
| 1Y | +29.5% | +22.2% | +7.2% | +13.0% |
| 3Y | +415.0% | +4.7% | +410.3% | +361.0% |
| 5Y | +261.5% | -13.7% | +275.2% | +261.1% |
| 10Y | +383.3% | +19.3% | +364.0% | +308.3% |
| All | +383.3% | +17.3% | +366.0% | +308.3% |
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