-100.0%
VIVK vs ZBH
+137.4%
-237.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.8% | -6.4% |
| 7D | -7.9% | -4.9% | -3.0% | -7.5% |
| 30D | -42.0% | -3.2% | -38.7% | -41.8% |
| 3M | -92.5% | +5.8% | -98.3% | -92.5% |
| 6M | -98.0% | +2.0% | -100.0% | -98.0% |
| YTD | -97.9% | +5.8% | -103.7% | -97.9% |
| 1Y | -100.0% | -7.9% | -92.0% | -100.0% |
| 3Y | -100.0% | -19.4% | -80.6% | -100.0% |
| 5Y | -100.0% | -29.5% | -70.5% | -100.0% |
| 10Y | -100.0% | -15.5% | -84.4% | -100.0% |
| All | -100.0% | +137.4% | -237.4% | -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 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