+840.1%
EFX vs ZBH
+272.6%
+567.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.9% | -1.6% |
| 7D | -7.8% | -5.2% | -2.6% | -5.9% |
| 30D | -5.7% | -2.4% | -3.3% | -4.8% |
| 3M | +2.5% | +8.3% | -5.7% | -0.5% |
| 6M | -16.7% | +0.7% | -17.3% | -17.2% |
| YTD | -20.2% | +5.3% | -25.5% | -22.2% |
| 1Y | -31.4% | -9.1% | -22.3% | -29.8% |
| 3Y | -10.5% | -19.7% | +9.2% | -5.1% |
| 5Y | -35.2% | -31.3% | -3.9% | -27.9% |
| 10Y | +40.2% | -18.9% | +59.1% | +38.8% |
| All | +840.1% | +272.6% | +567.5% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling