+513.3%
XRT vs ZBH
+79.6%
+433.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +0.8% | -2.8% | +3.6% | +2.1% |
| 30D | -4.2% | -0.1% | -4.1% | -4.2% |
| 3M | +5.1% | +13.4% | -8.3% | -1.2% |
| 6M | +2.4% | +3.0% | -0.6% | 0.0% |
| YTD | +3.2% | +9.7% | -6.5% | -2.4% |
| 1Y | +1.5% | -5.4% | +6.9% | +1.6% |
| 3Y | +40.6% | -15.6% | +56.1% | +44.8% |
| 5Y | -1.0% | -28.1% | +27.1% | +8.7% |
| 10Y | +128.4% | -15.2% | +143.7% | +114.2% |
| All | +513.3% | +79.6% | +433.7% | +260.1% |
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