+196.7%
W vs ZBH
+16.3%
+180.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.2% |
| 7D | +0.2% | -2.3% | +2.4% | +1.7% |
| 30D | +6.8% | +12.5% | -5.7% | -1.0% |
| 3M | +10.7% | +3.9% | +6.7% | +7.8% |
| 6M | +86.3% | +25.4% | +60.9% | +58.2% |
| YTD | +11.5% | +15.7% | -4.2% | -2.2% |
| 1Y | +5.1% | +15.2% | -10.1% | -7.3% |
| 3Y | +171.0% | +0.3% | +170.7% | +150.8% |
| 5Y | -56.6% | -16.1% | -40.6% | -52.6% |
| 10Y | +213.4% | +17.8% | +195.6% | +134.2% |
| All | +196.7% | +16.3% | +180.4% | +107.2% |
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