+262.4%
ZBH vs FLR
+275.9%
-13.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -6.6% | -6.9% | +0.3% | -5.3% |
| 30D | -4.9% | +1.1% | -6.1% | -5.3% |
| 3M | +5.1% | +14.3% | -9.2% | +1.5% |
| 6M | +1.3% | +19.1% | -17.8% | -3.6% |
| YTD | +3.4% | +35.1% | -31.8% | -4.4% |
| 1Y | -8.7% | +29.5% | -38.2% | -15.4% |
| 3Y | -21.2% | +53.0% | -74.2% | -32.6% |
| 5Y | -29.2% | +238.9% | -268.1% | -50.4% |
| 10Y | -17.5% | +17.4% | -34.9% | -40.6% |
| All | +262.4% | +275.9% | -13.5% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling