-29.5%
ZBH vs RVTY
-34.2%
+4.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +1.1% |
| 7D | -4.9% | -5.4% | +0.5% | -3.6% |
| 30D | -3.2% | +6.7% | -10.0% | -5.0% |
| 3M | +5.8% | +19.0% | -13.2% | +1.0% |
| 6M | +2.0% | +34.6% | -32.7% | -6.2% |
| YTD | +5.8% | +28.3% | -22.5% | -2.1% |
| 1Y | -7.9% | +46.0% | -54.0% | -18.1% |
| 3Y | -19.4% | +16.9% | -36.2% | -25.4% |
| 5Y | -29.5% | -32.9% | +3.4% | -27.6% |
| All | -29.5% | -34.2% | +4.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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