-100.0%
VIVK vs ZBH
-28.6%
-71.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.6% |
| 7D | -4.4% | -4.7% | +0.3% | -3.5% |
| 30D | -40.8% | -4.5% | -36.3% | -40.3% |
| 3M | -94.1% | +7.6% | -101.7% | -94.2% |
| 6M | -98.2% | +0.3% | -98.5% | -98.2% |
| YTD | -98.0% | +4.5% | -102.5% | -98.0% |
| 1Y | -100.0% | -9.4% | -90.6% | -100.0% |
| 3Y | -100.0% | -21.5% | -78.5% | -100.0% |
| All | -100.0% | -28.6% | -71.4% | -100.0% |
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