+39.7%
EFX vs ZBH
-16.2%
+55.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.1% |
| 7D | -4.5% | -4.7% | +0.1% | -2.7% |
| 30D | -6.1% | -4.5% | -1.6% | -4.3% |
| 3M | +6.2% | +7.6% | -1.4% | +3.2% |
| 6M | -11.2% | +0.3% | -11.5% | -11.7% |
| YTD | -21.4% | +4.5% | -25.9% | -23.2% |
| 1Y | -34.3% | -9.4% | -24.9% | -32.7% |
| 3Y | -12.5% | -21.5% | +9.0% | -6.1% |
| 5Y | -35.6% | -28.4% | -7.2% | -29.5% |
| All | +39.7% | -16.2% | +55.9% | +35.8% |
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