+54.9%
XLE vs ZBH
-19.5%
+74.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.6% |
| 7D | 0.0% | -5.2% | +5.2% | +0.7% |
| 30D | +12.6% | -2.4% | +15.1% | +13.0% |
| 3M | +11.8% | +8.3% | +3.6% | +10.3% |
| 6M | +16.1% | +0.7% | +15.4% | +15.5% |
| YTD | +46.9% | +5.3% | +41.5% | +44.8% |
| 1Y | +53.3% | -9.1% | +62.3% | +54.7% |
| 3Y | +54.9% | -19.7% | +74.6% | +55.8% |
| All | +54.9% | -19.5% | +74.4% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling