+62.5%
VUG vs ZBH
-16.1%
+78.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +2.5% | -2.3% | +4.8% | +3.1% |
| 30D | -6.3% | +12.5% | -18.7% | -9.2% |
| 3M | -6.0% | +3.9% | -10.0% | -7.3% |
| 6M | -3.5% | +25.4% | -29.0% | -10.1% |
| YTD | +3.9% | +15.7% | -11.8% | -1.4% |
| 1Y | +5.1% | +15.2% | -10.1% | -0.3% |
| 3Y | +77.9% | +0.3% | +77.5% | +69.2% |
| All | +62.5% | -16.1% | +78.6% | +63.0% |
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