+43.6%
EEM vs ZBH
-31.2%
+74.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.8% |
| 7D | -0.7% | -6.6% | +5.9% | +0.4% |
| 30D | +2.4% | -4.9% | +7.3% | +3.2% |
| 3M | +4.2% | +5.1% | -1.0% | +2.8% |
| 6M | +14.8% | +1.3% | +13.4% | +13.9% |
| YTD | +23.1% | +3.4% | +19.7% | +21.5% |
| 1Y | +32.5% | -8.7% | +41.2% | +33.5% |
| 3Y | +85.9% | -21.2% | +107.1% | +92.3% |
| 5Y | +43.6% | -29.2% | +72.8% | +47.0% |
| All | +43.6% | -31.2% | +74.7% | +47.0% |
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