-17.4%
ZBH vs Z
-2.5%
-14.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.6% |
| 7D | -4.7% | -6.0% | +1.4% | -3.9% |
| 30D | -4.5% | -2.3% | -2.2% | -4.3% |
| 3M | +7.6% | -0.6% | +8.2% | +7.3% |
| 6M | +0.3% | -27.6% | +27.9% | +4.1% |
| YTD | +4.5% | -52.4% | +56.9% | +14.3% |
| 1Y | -9.4% | -63.6% | +54.2% | +2.6% |
| 3Y | -21.5% | -36.4% | +14.9% | -20.3% |
| 5Y | -28.4% | -64.6% | +36.2% | -25.0% |
| All | -17.4% | -2.5% | -14.9% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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