+409.6%
VUG vs ZBH
-17.1%
+426.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | -1.9% | -6.6% | +4.7% | +0.2% |
| 30D | -1.6% | -4.9% | +3.4% | -0.1% |
| 3M | +4.4% | +5.1% | -0.7% | +2.0% |
| 6M | +13.2% | +1.3% | +11.8% | +11.5% |
| YTD | +7.5% | +3.4% | +4.1% | +4.8% |
| 1Y | +12.5% | -8.7% | +21.2% | +13.5% |
| 3Y | +86.0% | -21.2% | +107.2% | +93.7% |
| 5Y | +76.5% | -29.2% | +105.7% | +88.5% |
| All | +409.6% | -17.1% | +426.7% | +381.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling