+74.2%
XLF vs ZBH
-20.7%
+94.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | -1.5% | -4.7% | +3.2% | -0.6% |
| 30D | -1.2% | -4.5% | +3.3% | -0.3% |
| 3M | +9.2% | +7.6% | +1.6% | +7.4% |
| 6M | +16.3% | +0.3% | +16.0% | +15.8% |
| YTD | +5.4% | +4.5% | +0.9% | +4.0% |
| 1Y | +7.6% | -9.4% | +17.0% | +8.8% |
| 3Y | +74.2% | -21.5% | +95.7% | +82.2% |
| All | +74.2% | -20.7% | +94.9% | +82.2% |
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 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