+173.9%
XLE vs ZBH
+20.1%
+153.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.8% |
| 30D | -4.0% | +16.6% | -20.6% | -10.8% |
| 3M | +4.6% | +10.8% | -6.2% | -1.0% |
| 6M | +12.3% | +35.8% | -23.5% | -3.6% |
| YTD | +44.5% | +20.5% | +24.1% | +29.4% |
| 1Y | +42.4% | +22.7% | +19.7% | +26.1% |
| 3Y | +67.0% | +4.9% | +62.2% | +52.8% |
| 5Y | +161.9% | -12.8% | +174.7% | +156.1% |
| 10Y | +173.9% | +22.7% | +151.2% | +132.2% |
| All | +173.9% | +20.1% | +153.8% | +132.2% |
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 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