-17.4%
ZBH vs VIG
+250.0%
-267.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -4.7% | -1.1% | -3.6% | -3.7% |
| 30D | -4.5% | -2.7% | -1.7% | -1.9% |
| 3M | +7.6% | +2.5% | +5.0% | +5.1% |
| 6M | +0.3% | +9.2% | -9.0% | -7.8% |
| YTD | +4.5% | +9.8% | -5.3% | -4.5% |
| 1Y | -9.4% | +12.4% | -21.8% | -19.0% |
| 3Y | -21.5% | +55.9% | -77.4% | -49.6% |
| 5Y | -28.4% | +63.9% | -92.3% | -56.4% |
| All | -17.4% | +250.0% | -267.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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