-3.0%
ZBH vs ACI
+32.8%
-35.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.3% | +2.3% | -4.5% | -2.5% |
| 30D | +12.5% | +1.2% | +11.2% | +12.3% |
| 3M | +3.9% | +6.8% | -2.9% | +3.2% |
| 6M | +25.4% | -18.7% | +44.2% | +27.6% |
| YTD | +15.7% | -20.2% | +35.9% | +17.7% |
| 1Y | +15.2% | -23.7% | +38.9% | +17.8% |
| 3Y | +0.3% | -31.6% | +32.0% | +3.5% |
| 5Y | -16.1% | -42.8% | +26.7% | -13.8% |
| All | -3.0% | +32.8% | -35.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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