+47.9%
ZBH vs ITOT
+885.8%
-838.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | -4.9% | -0.4% | -4.6% | -4.6% |
| 30D | -3.2% | -1.6% | -1.7% | -2.0% |
| 3M | +5.8% | +3.5% | +2.3% | +2.6% |
| 6M | +2.0% | +13.1% | -11.2% | -8.2% |
| YTD | +5.8% | +12.7% | -6.9% | -4.6% |
| 1Y | -7.9% | +18.3% | -26.2% | -20.4% |
| 3Y | -19.4% | +76.4% | -95.8% | -51.0% |
| 5Y | -29.5% | +73.8% | -103.3% | -57.0% |
| 10Y | -15.5% | +301.2% | -316.8% | -74.2% |
| All | +47.9% | +885.8% | -838.0% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling