+320.2%
XLF vs ZBH
+274.1%
+46.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | -4.9% | +3.9% | +1.2% |
| 30D | -1.3% | -3.2% | +1.9% | +0.1% |
| 3M | +9.1% | +5.8% | +3.3% | +5.7% |
| 6M | +14.4% | +2.0% | +12.4% | +11.8% |
| YTD | +5.1% | +5.8% | -0.7% | +0.7% |
| 1Y | +8.6% | -7.9% | +16.6% | +9.8% |
| 3Y | +74.4% | -19.4% | +93.8% | +82.6% |
| 5Y | +64.4% | -29.5% | +93.9% | +79.6% |
| 10Y | +251.6% | -15.5% | +267.1% | +231.5% |
| All | +320.2% | +274.1% | +46.0% | +109.8% |
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 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