-36.2%
ZBH vs VSXY
+37.7%
-73.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | -4.9% | -10.7% | +5.8% | -4.2% |
| 30D | -3.2% | -24.3% | +21.0% | -1.5% |
| 3M | +5.8% | +1.0% | +4.8% | +5.5% |
| 6M | +2.0% | +57.4% | -55.4% | -2.3% |
| YTD | +5.8% | +39.8% | -34.0% | +1.9% |
| 1Y | -7.9% | +196.5% | -204.4% | -16.9% |
| 3Y | -19.4% | +357.2% | -376.6% | -33.5% |
| 5Y | -29.5% | +18.9% | -48.4% | -37.4% |
| All | -36.2% | +37.7% | -73.9% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling