+19.3%
ZBH vs FIVE
+562.8%
-543.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +10.6% | +7.3% | +3.2% | +9.3% |
| 30D | +20.4% | +18.1% | +2.3% | +17.0% |
| 3M | +10.0% | +7.7% | +2.3% | +8.5% |
| 6M | +31.0% | +13.6% | +17.4% | +27.2% |
| YTD | +20.3% | +34.6% | -14.3% | +12.9% |
| 1Y | +22.2% | +66.2% | -44.0% | +10.3% |
| 3Y | +4.7% | +43.5% | -38.7% | -6.7% |
| 5Y | -13.7% | +20.7% | -34.3% | -22.6% |
| 10Y | +19.3% | +541.5% | -522.2% | -19.3% |
| All | +19.3% | +562.8% | -543.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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