-6.2%
ZBH vs FGI
-70.6%
+64.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +11.7% | -7.0% | +18.7% | +11.7% |
| 30D | +19.3% | -4.2% | +23.6% | +19.3% |
| 3M | +8.9% | +55.6% | -46.7% | +8.1% |
| 6M | +28.2% | -3.2% | +31.3% | +27.4% |
| YTD | +18.4% | +29.1% | -10.8% | +17.0% |
| 1Y | +20.6% | +51.0% | -30.4% | +18.9% |
| 3Y | -0.6% | +1.5% | -2.1% | -2.3% |
| All | -6.2% | -70.6% | +64.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling