-17.4%
ZBH vs FLR
+19.7%
-37.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -4.7% | -3.5% | -1.2% | -4.2% |
| 30D | -4.5% | +4.2% | -8.7% | -5.2% |
| 3M | +7.6% | +8.1% | -0.5% | +5.5% |
| 6M | +0.3% | +21.5% | -21.2% | -4.0% |
| YTD | +4.5% | +36.8% | -32.2% | -2.1% |
| 1Y | -9.4% | +31.2% | -40.6% | -15.1% |
| 3Y | -21.5% | +53.9% | -75.4% | -31.2% |
| 5Y | -28.4% | +243.0% | -271.4% | -47.2% |
| All | -17.4% | +19.7% | -37.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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