+158.8%
XLB vs ZBH
-17.1%
+176.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | -3.5% | -6.6% | +3.0% | -1.1% |
| 30D | -4.7% | -4.9% | +0.3% | -2.9% |
| 3M | +2.7% | +5.1% | -2.4% | +0.3% |
| 6M | +2.6% | +1.3% | +1.2% | +1.0% |
| YTD | +12.8% | +3.4% | +9.5% | +10.1% |
| 1Y | +14.0% | -8.7% | +22.6% | +15.6% |
| 3Y | +31.5% | -21.2% | +52.7% | +39.1% |
| 5Y | +33.4% | -29.2% | +62.6% | +44.8% |
| All | +158.8% | -17.1% | +176.0% | +146.1% |
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