-9.4%
ZBH vs FDS
-27.2%
+17.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.3% |
| 7D | -4.7% | -14.0% | +9.3% | -2.7% |
| 30D | -4.5% | -6.2% | +1.7% | -3.7% |
| 3M | +7.6% | +10.2% | -2.6% | +6.6% |
| 6M | +0.3% | +27.4% | -27.2% | -2.4% |
| YTD | +4.5% | -9.3% | +13.8% | +7.0% |
| 1Y | -9.4% | -28.6% | +19.3% | -5.8% |
| All | -9.4% | -27.2% | +17.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling