+293.6%
ELF vs ZBH
-17.7%
+311.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -3.3% |
| 7D | -1.2% | -5.2% | +4.0% | +1.0% |
| 30D | +5.9% | -2.4% | +8.3% | +6.9% |
| 3M | +99.5% | +8.3% | +91.3% | +91.4% |
| 6M | +26.5% | +0.7% | +25.9% | +24.7% |
| YTD | +37.2% | +5.3% | +31.8% | +32.3% |
| 1Y | -24.4% | -9.1% | -15.3% | -23.3% |
| 3Y | -23.3% | -19.7% | -3.6% | -19.9% |
| 5Y | +245.2% | -31.3% | +276.5% | +281.8% |
| All | +293.6% | -17.7% | +311.3% | +285.0% |
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 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