+687.0%
XEL vs ZBH
+274.1%
+412.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.9% | -4.9% | +5.8% | +1.9% |
| 30D | -0.9% | -3.2% | +2.4% | -0.3% |
| 3M | -1.4% | +5.8% | -7.3% | -2.8% |
| 6M | -5.8% | +2.0% | -7.8% | -6.7% |
| YTD | +4.7% | +5.8% | -1.1% | +2.8% |
| 1Y | +9.1% | -7.9% | +17.0% | +9.7% |
| 3Y | +47.8% | -19.4% | +67.2% | +51.6% |
| 5Y | +29.0% | -29.5% | +58.5% | +34.4% |
| 10Y | +154.0% | -15.5% | +169.5% | +145.3% |
| All | +687.0% | +274.1% | +412.8% | +442.5% |
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 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