+85.2%
ZBH vs VT
+360.7%
-275.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -2.4% | -0.7% | -1.7% | -1.9% |
| 30D | +16.6% | -1.7% | +18.3% | +18.2% |
| 3M | +10.8% | -2.3% | +13.1% | +12.8% |
| 6M | +35.8% | +1.5% | +34.2% | +33.4% |
| YTD | +20.5% | +12.0% | +8.4% | +9.5% |
| 1Y | +22.7% | +12.9% | +9.9% | +10.9% |
| 3Y | +4.9% | +74.9% | -70.1% | -33.6% |
| 5Y | -12.8% | +59.9% | -72.7% | -41.0% |
| 10Y | +22.7% | +224.6% | -201.9% | -50.6% |
| All | +85.2% | +360.7% | -275.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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