-31.0%
ZBH vs FRSH
-72.5%
+41.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -4.7% | -6.6% | +1.9% | -4.0% |
| 30D | -4.5% | +2.1% | -6.6% | -4.7% |
| 3M | +7.6% | +29.0% | -21.4% | +4.8% |
| 6M | +0.3% | +48.6% | -48.3% | -3.8% |
| YTD | +4.5% | -2.9% | +7.5% | +4.0% |
| 1Y | -9.4% | -7.9% | -1.5% | -9.4% |
| 3Y | -21.5% | -46.5% | +25.0% | -18.5% |
| All | -31.0% | -72.5% | +41.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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