-22.4%
VFC vs ZBH
-19.7%
-2.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -2.3% | -4.9% | +2.6% | 0.0% |
| 30D | -13.4% | -3.2% | -10.1% | -11.9% |
| 3M | -23.7% | +5.8% | -29.5% | -26.0% |
| 6M | -24.5% | +2.0% | -26.4% | -25.8% |
| YTD | -27.8% | +5.8% | -33.6% | -30.7% |
| 1Y | -13.5% | -7.9% | -5.5% | -11.8% |
| All | -22.4% | -19.7% | -2.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling