+142.8%
EFA vs ZBH
-16.2%
+159.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.7% |
| 7D | -1.5% | -4.7% | +3.1% | -0.2% |
| 30D | -1.7% | -4.5% | +2.8% | -0.5% |
| 3M | +3.5% | +7.6% | -4.1% | +0.9% |
| 6M | +9.5% | +0.3% | +9.2% | +8.5% |
| YTD | +12.9% | +4.5% | +8.3% | +10.3% |
| 1Y | +18.2% | -9.4% | +27.6% | +19.7% |
| 3Y | +64.8% | -21.5% | +86.3% | +71.9% |
| 5Y | +53.9% | -28.4% | +82.3% | +62.5% |
| All | +142.8% | -16.2% | +159.0% | +130.1% |
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