+35.1%
W vs ZBH
-20.1%
+55.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.9% |
| 7D | +6.5% | -5.2% | +11.7% | +8.4% |
| 30D | -6.2% | -2.4% | -3.8% | -5.5% |
| 3M | +48.9% | +8.3% | +40.6% | +43.5% |
| 6M | +31.2% | +0.7% | +30.5% | +29.9% |
| YTD | -0.4% | +5.3% | -5.8% | -4.0% |
| 1Y | +14.8% | -9.1% | +23.9% | +17.3% |
| All | +35.1% | -20.1% | +55.2% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling