+22.0%
USB vs ZBH
-19.6%
+41.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | 0.0% | +11.7% | -11.7% | -3.8% |
| 30D | +5.8% | +19.3% | -13.5% | -0.4% |
| 3M | -6.0% | +8.9% | -14.9% | -9.0% |
| 6M | +7.8% | +28.2% | -20.4% | -1.8% |
| YTD | +14.6% | +18.4% | -3.8% | +6.7% |
| 1Y | +31.8% | +20.6% | +11.2% | +21.7% |
| 3Y | +91.5% | -0.6% | +92.1% | +85.3% |
| All | +22.0% | -19.6% | +41.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling