+357.2%
ELF vs ZBH
+17.3%
+340.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +6.3% | +10.6% | -4.3% | +1.7% |
| 30D | +8.5% | +20.4% | -11.9% | +0.2% |
| 3M | +24.4% | +10.0% | +14.4% | +19.0% |
| 6M | +94.7% | +31.0% | +63.7% | +71.3% |
| YTD | +55.9% | +20.3% | +35.5% | +41.6% |
| 1Y | +48.4% | +22.2% | +26.2% | +33.7% |
| 3Y | +24.6% | +4.7% | +19.9% | +15.2% |
| 5Y | +285.0% | -13.7% | +298.7% | +283.6% |
| 10Y | +357.2% | +19.3% | +337.9% | +301.8% |
| All | +357.2% | +17.3% | +340.0% | +301.8% |
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