-21.5%
ZBH vs VSXY
+352.7%
-374.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | +1.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -4.5% | -18.7% | +14.2% | -3.7% |
| 3M | +7.6% | -4.0% | +11.5% | +7.7% |
| 6M | +0.3% | +67.5% | -67.2% | -2.7% |
| YTD | +4.5% | +39.7% | -35.1% | +2.1% |
| 1Y | -9.4% | +180.0% | -189.4% | -15.0% |
| 3Y | -21.5% | +337.3% | -358.8% | -35.3% |
| All | -21.5% | +352.7% | -374.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling