+20.0%
ELF vs ZBH
+5.8%
+14.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.3% |
| 7D | +7.8% | +11.3% | -3.4% | +5.9% |
| 30D | +9.3% | +21.5% | -12.3% | +5.8% |
| 3M | +21.2% | +12.5% | +8.7% | +18.7% |
| 6M | +96.1% | +32.3% | +63.8% | +85.9% |
| YTD | +57.0% | +21.4% | +35.5% | +51.1% |
| 1Y | +61.9% | +23.7% | +38.1% | +55.4% |
| 3Y | +20.0% | +7.0% | +13.0% | -2.4% |
| All | +20.0% | +5.8% | +14.2% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling