+529.3%
USB vs ZBH
+323.7%
+205.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -0.9% |
| 7D | -1.5% | +9.6% | -11.1% | -5.5% |
| 30D | +4.3% | +19.1% | -14.9% | -3.4% |
| 3M | -6.1% | +9.1% | -15.2% | -10.0% |
| 6M | +9.4% | +29.4% | -20.0% | -2.9% |
| YTD | +15.2% | +19.8% | -4.6% | +4.7% |
| 1Y | +32.8% | +23.4% | +9.4% | +19.1% |
| 3Y | +91.3% | +1.1% | +90.2% | +81.6% |
| 5Y | +22.7% | -18.8% | +41.4% | +26.1% |
| 10Y | +97.0% | +16.1% | +81.0% | +69.7% |
| All | +529.3% | +323.7% | +205.6% | +249.4% |
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