+176.5%
XLE vs ZBH
+19.2%
+157.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.6% |
| 7D | +4.4% | -2.1% | +6.5% | +5.2% |
| 30D | -4.3% | +13.6% | -17.8% | -10.1% |
| 3M | +6.0% | +7.1% | -1.1% | +1.7% |
| 6M | +13.2% | +26.1% | -12.9% | +0.4% |
| YTD | +46.7% | +17.2% | +29.5% | +32.7% |
| 1Y | +46.6% | +17.4% | +29.2% | +32.3% |
| 3Y | +69.6% | +2.0% | +67.5% | +56.8% |
| 5Y | +166.5% | -15.0% | +181.5% | +163.1% |
| All | +176.5% | +19.2% | +157.2% | +136.7% |
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 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