-13.8%
VFC vs ZBH
-9.5%
-4.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -3.3% | -6.6% | +3.3% | -1.7% |
| 30D | -14.0% | -4.9% | -9.1% | -12.9% |
| 3M | -22.6% | +5.1% | -27.7% | -23.2% |
| 6M | -24.7% | +1.3% | -26.1% | -24.9% |
| YTD | -29.0% | +3.4% | -32.3% | -29.2% |
| 1Y | -13.8% | -8.7% | -5.1% | -16.1% |
| All | -13.8% | -9.5% | -4.3% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling