+1,934.0%
VRT vs ZBH
-8.7%
+1,942.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | +10.5% | -2.3% | +12.8% | +11.4% |
| 30D | -9.3% | +12.5% | -21.8% | -14.0% |
| 3M | -29.6% | +3.9% | -33.5% | -31.6% |
| 6M | -45.4% | +25.4% | -70.8% | -51.5% |
| YTD | +24.8% | +15.7% | +9.1% | +14.1% |
| 1Y | +23.6% | +15.2% | +8.4% | +13.2% |
| 3Y | +379.7% | +0.3% | +379.3% | +334.9% |
| 5Y | +660.3% | -16.1% | +676.4% | +657.7% |
| All | +1,934.0% | -8.7% | +1,942.7% | +1,543.2% |
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