+750.6%
XLE vs ZBH
+287.8%
+462.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +2.2% | -2.8% | +5.0% | +3.4% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | +13.4% | -3.6% | +3.4% |
| 6M | +15.6% | +3.0% | +12.6% | +12.4% |
| YTD | +45.3% | +9.7% | +35.6% | +37.2% |
| 1Y | +48.3% | -5.4% | +53.7% | +47.5% |
| 3Y | +55.4% | -15.6% | +71.0% | +58.5% |
| 5Y | +216.1% | -28.1% | +244.2% | +237.5% |
| 10Y | +178.4% | -15.2% | +193.6% | +167.6% |
| All | +750.6% | +287.8% | +462.7% | +375.2% |
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