+588.7%
VLO vs ZBH
-28.6%
+617.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +5.3% | -4.7% | +10.0% | +6.3% |
| 30D | +18.2% | -4.5% | +22.7% | +19.3% |
| 3M | +53.3% | +7.6% | +45.8% | +50.3% |
| 6M | +70.4% | +0.3% | +70.2% | +69.1% |
| YTD | +143.4% | +4.5% | +138.9% | +138.7% |
| 1Y | +153.0% | -9.4% | +162.4% | +155.8% |
| 3Y | +195.0% | -21.5% | +216.4% | +206.5% |
| All | +588.7% | -28.6% | +617.3% | +629.5% |
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