+17.9%
ZBH vs FDS
+127.7%
-109.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.3% | +1.5% | -3.7% | -2.7% |
| 30D | +12.5% | +14.8% | -2.4% | +7.7% |
| 3M | +3.9% | +16.3% | -12.4% | -1.3% |
| 6M | +25.4% | +66.2% | -40.8% | +5.4% |
| YTD | +15.7% | +16.2% | -0.5% | +8.1% |
| 1Y | +15.2% | +21.8% | -6.7% | +5.5% |
| 3Y | +0.3% | -23.9% | +24.2% | +7.4% |
| 5Y | -16.1% | -23.1% | +7.1% | -12.0% |
| All | +17.9% | +127.7% | -109.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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