-28.7%
ZBH vs ITOT
+74.3%
-103.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -4.7% | -0.9% | -3.8% | -4.1% |
| 30D | -4.5% | -1.5% | -3.0% | -3.6% |
| 3M | +7.6% | +3.6% | +4.0% | +5.1% |
| 6M | +0.3% | +13.7% | -13.4% | -7.7% |
| YTD | +4.5% | +12.9% | -8.4% | -3.5% |
| 1Y | -9.4% | +17.2% | -26.6% | -18.4% |
| 3Y | -21.5% | +75.6% | -97.1% | -48.1% |
| All | -28.7% | +74.3% | -103.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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