+305.7%
ZBH vs FFIV
+4,429.5%
-4,123.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.9% |
| 7D | -2.3% | -0.5% | -1.7% | -2.2% |
| 30D | +12.5% | -32.4% | +44.9% | +18.1% |
| 3M | +3.9% | -25.7% | +29.6% | +7.5% |
| 6M | +25.4% | -13.5% | +38.9% | +26.7% |
| YTD | +15.7% | +21.1% | -5.4% | +10.9% |
| 1Y | +15.2% | +29.4% | -14.2% | +9.4% |
| 3Y | +0.3% | +94.9% | -94.6% | -11.2% |
| 5Y | -16.1% | +34.7% | -50.8% | -22.4% |
| 10Y | +17.8% | +119.0% | -101.2% | +1.0% |
| All | +305.7% | +4,429.5% | -4,123.9% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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