+6.1%
ZBH vs Z
+25.1%
-19.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.6% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | -0.1% | -4.2% | +4.1% | +0.3% |
| 3M | +13.4% | -3.7% | +17.1% | +13.6% |
| 6M | +3.0% | -24.5% | +27.5% | +6.2% |
| YTD | +9.7% | -49.3% | +58.9% | +18.7% |
| 1Y | -5.4% | -58.7% | +53.3% | +5.0% |
| 3Y | -15.6% | -34.1% | +18.6% | -14.7% |
| 5Y | -28.1% | -64.5% | +36.4% | -24.6% |
| 10Y | -15.2% | -0.5% | -14.7% | -31.9% |
| All | +6.1% | +25.1% | -19.0% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling