+227.7%
XLE vs ZBH
-31.0%
+258.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | -4.9% | +5.2% | +1.3% |
| 30D | +8.5% | -3.2% | +11.8% | +9.2% |
| 3M | +14.6% | +5.8% | +8.8% | +12.9% |
| 6M | +17.6% | +2.0% | +15.6% | +16.3% |
| YTD | +48.1% | +5.8% | +42.3% | +45.1% |
| 1Y | +53.8% | -7.9% | +61.7% | +54.9% |
| 3Y | +56.2% | -19.4% | +75.6% | +61.3% |
| 5Y | +227.7% | -29.5% | +257.2% | +245.1% |
| All | +227.7% | -31.0% | +258.7% | +245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling