-13.1%
ZBH vs FGI
-70.4%
+57.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -0.1% | +65.4% | -65.5% | -0.8% |
| 3M | +13.4% | +23.5% | -10.1% | +12.7% |
| 6M | +3.0% | +60.5% | -57.6% | +1.7% |
| YTD | +9.7% | +30.0% | -20.3% | +8.4% |
| 1Y | -5.4% | +82.1% | -87.5% | -7.0% |
| 3Y | -15.6% | -4.4% | -11.2% | -16.8% |
| All | -13.1% | -70.4% | +57.3% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling