+605.7%
UL vs ZBH
+287.8%
+317.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | +17.6% | +13.4% | +4.2% | +14.0% |
| 6M | -5.4% | +3.0% | -8.3% | -6.5% |
| YTD | +0.7% | +9.7% | -8.9% | -2.1% |
| 1Y | -9.3% | -5.4% | -3.9% | -9.0% |
| 3Y | +24.5% | -15.6% | +40.1% | +26.6% |
| 5Y | +23.2% | -28.1% | +51.3% | +28.5% |
| 10Y | +64.5% | -15.2% | +79.7% | +56.7% |
| All | +605.7% | +287.8% | +317.9% | +351.3% |
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 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