+580.7%
XLP vs ZBH
+318.7%
+262.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +0.7% | +11.7% | -11.0% | -1.8% |
| 30D | +10.3% | +19.3% | -9.1% | +6.0% |
| 3M | +6.5% | +8.9% | -2.4% | +4.3% |
| 6M | +8.4% | +28.2% | -19.8% | +2.3% |
| YTD | +18.2% | +18.4% | -0.2% | +13.0% |
| 1Y | +22.4% | +20.6% | +1.8% | +16.5% |
| 3Y | +41.9% | -0.6% | +42.5% | +38.9% |
| 5Y | +40.9% | -19.7% | +60.6% | +43.0% |
| 10Y | +128.4% | +14.7% | +113.6% | +106.5% |
| All | +580.7% | +318.7% | +262.1% | +356.2% |
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