+99.6%
DE vs ZBH
-28.6%
+128.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | -2.6% | -4.7% | +2.1% | -1.2% |
| 30D | +9.0% | -4.5% | +13.5% | +10.4% |
| 3M | +19.1% | +7.6% | +11.6% | +16.0% |
| 6M | +14.4% | +0.3% | +14.1% | +13.4% |
| YTD | +45.9% | +4.5% | +41.4% | +42.8% |
| 1Y | +43.6% | -9.4% | +53.0% | +45.8% |
| 3Y | +75.9% | -21.5% | +97.4% | +85.7% |
| All | +99.6% | -28.6% | +128.2% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling