+136.2%
XLP vs ZBH
+19.2%
+116.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | +8.2% | +13.6% | -5.4% | +5.1% |
| 3M | +7.7% | +7.1% | +0.6% | +5.9% |
| 6M | +9.3% | +26.1% | -16.8% | +3.6% |
| YTD | +19.5% | +17.2% | +2.3% | +14.5% |
| 1Y | +21.0% | +17.4% | +3.6% | +15.9% |
| 3Y | +43.2% | +2.0% | +41.2% | +39.4% |
| 5Y | +42.7% | -15.0% | +57.7% | +43.1% |
| All | +136.2% | +19.2% | +116.9% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling