+163.6%
W vs ZBH
+10.3%
+153.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -4.2% | -2.8% | -1.4% | -2.4% |
| 30D | -7.6% | -0.1% | -7.5% | -7.7% |
| 3M | +37.2% | +13.4% | +23.7% | +24.8% |
| 6M | +26.3% | +3.0% | +23.4% | +21.2% |
| YTD | -1.0% | +9.7% | -10.6% | -10.0% |
| 1Y | +20.1% | -5.4% | +25.5% | +18.8% |
| 3Y | +37.8% | -15.6% | +53.4% | +43.9% |
| 5Y | -63.7% | -28.1% | -35.5% | -56.5% |
| 10Y | +156.3% | -15.2% | +171.6% | +131.8% |
| All | +163.6% | +10.3% | +153.3% | +90.7% |
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 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