-8.9%
ZBH vs REPL
-17.3%
+8.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -2.1% |
| 7D | -6.6% | -13.4% | +6.9% | -6.2% |
| 30D | -4.9% | -3.0% | -1.9% | -4.9% |
| 3M | +5.1% | +56.3% | -51.2% | +2.8% |
| 6M | +1.3% | +60.9% | -59.5% | -3.7% |
| YTD | +3.4% | +36.2% | -32.9% | -1.4% |
| 1Y | -8.7% | +121.0% | -129.7% | -16.1% |
| 3Y | -21.2% | -32.8% | +11.6% | -29.8% |
| 5Y | -29.2% | -58.7% | +29.4% | -35.8% |
| All | -8.9% | -17.3% | +8.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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