+604.5%
XYZ vs ZBH
-18.0%
+622.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -3.7% | -4.9% | +1.2% | -0.8% |
| 30D | +0.5% | -3.2% | +3.8% | +2.5% |
| 3M | +16.3% | +5.8% | +10.4% | +11.9% |
| 6M | +21.1% | +2.0% | +19.2% | +18.1% |
| YTD | +22.0% | +5.8% | +16.2% | +15.3% |
| 1Y | +5.2% | -7.9% | +13.1% | +6.5% |
| 3Y | +49.6% | -19.4% | +68.9% | +59.6% |
| 5Y | -68.4% | -29.5% | -38.9% | -63.0% |
| 10Y | +604.5% | -15.5% | +620.1% | +583.5% |
| All | +604.5% | -18.0% | +622.5% | +583.5% |
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