+11.9%
ZBH vs Z
+7.8%
+4.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.8% |
| 7D | -2.3% | +0.8% | -3.1% | -2.4% |
| 30D | +12.5% | +5.2% | +7.3% | +11.6% |
| 3M | +3.9% | -17.0% | +21.0% | +6.3% |
| 6M | +25.4% | -22.7% | +48.1% | +29.1% |
| YTD | +15.7% | -56.3% | +72.0% | +27.6% |
| 1Y | +15.2% | -57.7% | +72.8% | +27.4% |
| 3Y | +0.3% | -16.5% | +16.9% | -2.2% |
| 5Y | -16.1% | -53.4% | +37.3% | -14.6% |
| 10Y | +17.8% | -15.9% | +33.8% | -3.4% |
| All | +11.9% | +7.8% | +4.1% | -14.0% |
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