+176.9%
XLE vs ZBH
-17.1%
+194.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.4% |
| 7D | +0.5% | -6.6% | +7.0% | +3.3% |
| 30D | +6.6% | -4.9% | +11.5% | +8.7% |
| 3M | +12.3% | +5.1% | +7.2% | +9.0% |
| 6M | +18.4% | +1.3% | +17.0% | +15.6% |
| YTD | +47.2% | +3.4% | +43.9% | +42.2% |
| 1Y | +50.3% | -8.7% | +59.0% | +51.7% |
| 3Y | +55.3% | -21.2% | +76.5% | +64.0% |
| 5Y | +226.0% | -29.2% | +255.2% | +252.5% |
| All | +176.9% | -17.1% | +194.1% | +153.8% |
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