-20.4%
ELF vs ZBH
-18.5%
-1.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +5.4% | -2.8% | +8.2% | +5.8% |
| 30D | +27.0% | -0.1% | +27.1% | +26.9% |
| 3M | +113.2% | +13.4% | +99.8% | +107.7% |
| 6M | +36.6% | +3.0% | +33.6% | +35.1% |
| YTD | +44.2% | +9.7% | +34.6% | +41.2% |
| 1Y | -18.0% | -5.4% | -12.6% | -17.8% |
| All | -20.4% | -18.5% | -1.9% | -27.9% |
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