+851.5%
DE vs ZBH
-16.2%
+867.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | -2.6% | -4.7% | +2.1% | -0.8% |
| 30D | +9.0% | -4.5% | +13.5% | +10.9% |
| 3M | +19.1% | +7.6% | +11.6% | +15.0% |
| 6M | +14.4% | +0.3% | +14.1% | +13.0% |
| YTD | +45.9% | +4.5% | +41.4% | +41.7% |
| 1Y | +43.6% | -9.4% | +53.0% | +46.2% |
| 3Y | +75.9% | -21.5% | +97.4% | +86.8% |
| 5Y | +98.8% | -28.4% | +127.2% | +114.9% |
| All | +851.5% | -16.2% | +867.7% | +788.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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