-39.0%
U vs ZBH
-25.4%
-13.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -3.8% | -2.8% | -1.0% | -2.6% |
| 30D | +17.5% | -0.1% | +17.5% | +17.4% |
| 3M | +38.7% | +13.4% | +25.3% | +30.7% |
| 6M | +104.4% | +3.0% | +101.4% | +99.6% |
| YTD | -5.7% | +9.7% | -15.3% | -11.6% |
| 1Y | +3.7% | -5.4% | +9.1% | +2.4% |
| 3Y | +12.3% | -15.6% | +27.9% | +14.8% |
| 5Y | -68.8% | -28.1% | -40.7% | -67.9% |
| All | -39.0% | -25.4% | -13.6% | -32.9% |
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