+767.6%
XLE vs ZBH
+309.2%
+458.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +5.4% | -2.3% | +7.7% | +6.3% |
| 30D | -3.9% | +12.5% | -16.4% | -9.4% |
| 3M | +7.0% | +3.9% | +3.1% | +3.9% |
| 6M | +14.2% | +25.4% | -11.2% | +1.8% |
| YTD | +48.2% | +15.7% | +32.5% | +35.1% |
| 1Y | +47.7% | +15.2% | +32.5% | +34.8% |
| 3Y | +70.0% | +0.3% | +69.7% | +59.1% |
| 5Y | +169.1% | -16.1% | +185.2% | +166.0% |
| 10Y | +180.7% | +17.8% | +162.9% | +134.4% |
| All | +767.6% | +309.2% | +458.4% | +368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling