-79.0%
VFC vs ZBH
-31.0%
-48.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -2.3% | -4.9% | +2.6% | +0.3% |
| 30D | -13.4% | -3.2% | -10.1% | -11.8% |
| 3M | -23.7% | +5.8% | -29.5% | -26.4% |
| 6M | -24.5% | +2.0% | -26.4% | -26.1% |
| YTD | -27.8% | +5.8% | -33.6% | -31.1% |
| 1Y | -13.5% | -7.9% | -5.5% | -11.9% |
| 3Y | -27.1% | -19.4% | -7.7% | -20.9% |
| 5Y | -79.0% | -29.5% | -49.5% | -76.9% |
| All | -79.0% | -31.0% | -48.1% | -76.9% |
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