+162.2%
W vs ZBH
-18.0%
+180.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +5.9% | -4.9% | +10.8% | +9.3% |
| 30D | -3.0% | -3.2% | +0.2% | -1.2% |
| 3M | +40.3% | +5.8% | +34.5% | +33.5% |
| 6M | +32.2% | +2.0% | +30.3% | +27.6% |
| YTD | -0.3% | +5.8% | -6.1% | -7.2% |
| 1Y | +16.2% | -7.9% | +24.1% | +16.8% |
| 3Y | +40.7% | -19.4% | +60.1% | +51.9% |
| 5Y | -62.3% | -29.5% | -32.8% | -54.5% |
| 10Y | +162.2% | -15.5% | +177.8% | +125.9% |
| All | +162.2% | -18.0% | +180.2% | +125.9% |
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