+119.9%
XRT vs ZBH
-17.1%
+137.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | -3.6% | -6.6% | +3.0% | -1.0% |
| 30D | -6.7% | -4.9% | -1.8% | -4.9% |
| 3M | -1.4% | +5.1% | -6.5% | -3.7% |
| 6M | +1.7% | +1.3% | +0.4% | +0.2% |
| YTD | -1.5% | +3.4% | -4.8% | -3.9% |
| 1Y | -2.5% | -8.7% | +6.2% | -1.0% |
| 3Y | +39.9% | -21.2% | +61.1% | +48.2% |
| 5Y | -2.6% | -29.2% | +26.6% | +6.4% |
| All | +119.9% | -17.1% | +137.0% | +108.8% |
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 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