+729.7%
XLB vs ZBH
+287.8%
+441.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -1.4% | -2.8% | +1.4% | -0.3% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +2.0% | +13.4% | -11.5% | -3.4% |
| 6M | +1.8% | +3.0% | -1.1% | -0.4% |
| YTD | +16.6% | +9.7% | +6.9% | +11.0% |
| 1Y | +16.9% | -5.4% | +22.3% | +17.0% |
| 3Y | +32.6% | -15.6% | +48.1% | +36.2% |
| 5Y | +35.6% | -28.1% | +63.8% | +46.3% |
| 10Y | +160.0% | -15.2% | +175.3% | +148.8% |
| All | +729.7% | +287.8% | +441.9% | +349.7% |
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