+633.6%
UL vs ZBH
+309.2%
+324.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +1.1% | -2.3% | +3.4% | +1.7% |
| 30D | +4.5% | +12.5% | -8.0% | +1.4% |
| 3M | +6.5% | +3.9% | +2.5% | +5.1% |
| 6M | +18.2% | +25.4% | -7.3% | +11.4% |
| YTD | +4.7% | +15.7% | -11.0% | +0.2% |
| 1Y | +0.8% | +15.2% | -14.4% | -3.5% |
| 3Y | +35.9% | +0.3% | +35.5% | +32.1% |
| 5Y | +33.4% | -16.1% | +49.5% | +33.8% |
| 10Y | +106.9% | +17.8% | +89.1% | +81.3% |
| All | +633.6% | +309.2% | +324.3% | +361.7% |
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