+17.9%
ZBH vs USFR
+27.6%
-9.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -3.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | +8.3% | +1.0% | +7.3% | +7.9% |
| 6M | +0.7% | +1.9% | -1.3% | +0.1% |
| YTD | +5.3% | +2.7% | +2.7% | +4.5% |
| 1Y | -9.1% | +4.0% | -13.1% | -10.1% |
| 3Y | -19.7% | +14.0% | -33.7% | -22.6% |
| 5Y | -31.3% | +20.4% | -51.7% | -34.9% |
| 10Y | -18.9% | +28.1% | -47.0% | -23.7% |
| All | +17.9% | +27.6% | -9.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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