-28.7%
ZBH vs VEU
+55.0%
-83.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -4.7% | -1.4% | -3.2% | -3.9% |
| 30D | -4.5% | -0.4% | -4.1% | -4.3% |
| 3M | +7.6% | +2.5% | +5.0% | +5.7% |
| 6M | +0.3% | +11.1% | -10.9% | -6.7% |
| YTD | +4.5% | +16.5% | -12.0% | -5.8% |
| 1Y | -9.4% | +22.9% | -32.3% | -21.3% |
| 3Y | -21.5% | +73.4% | -94.9% | -47.0% |
| All | -28.7% | +55.0% | -83.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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