-24.9%
ELF vs ZBH
-8.5%
-16.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.5% |
| 7D | -1.2% | -5.2% | +4.0% | -0.6% |
| 30D | +5.9% | -2.4% | +8.3% | +6.2% |
| 3M | +99.5% | +8.3% | +91.3% | +96.9% |
| 6M | +26.5% | +0.7% | +25.9% | +25.3% |
| YTD | +37.2% | +5.3% | +31.8% | +35.9% |
| All | -24.9% | -8.5% | -16.4% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling