+104.2%
UAL vs ZBH
-18.0%
+122.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | -1.1% | -4.9% | +3.8% | +2.0% |
| 30D | -13.4% | -3.2% | -10.2% | -11.8% |
| 3M | -2.3% | +5.8% | -8.1% | -6.7% |
| 6M | +13.3% | +2.0% | +11.4% | +9.8% |
| YTD | -4.2% | +5.8% | -10.0% | -9.7% |
| 1Y | +1.4% | -7.9% | +9.3% | +2.4% |
| 3Y | +125.8% | -19.4% | +145.2% | +139.6% |
| 5Y | +130.0% | -29.5% | +159.5% | +165.1% |
| 10Y | +104.2% | -15.5% | +119.8% | +91.9% |
| All | +104.2% | -18.0% | +122.2% | +91.9% |
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 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