+284.8%
ELF vs ZBH
-14.9%
+299.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.1% |
| 7D | +7.8% | +11.3% | -3.4% | +4.6% |
| 30D | +9.3% | +21.5% | -12.3% | +3.5% |
| 3M | +21.2% | +12.5% | +8.7% | +17.1% |
| 6M | +96.1% | +32.3% | +63.8% | +79.6% |
| YTD | +57.0% | +21.4% | +35.5% | +47.1% |
| 1Y | +61.9% | +23.7% | +38.1% | +50.8% |
| 3Y | +20.0% | +7.0% | +13.0% | +12.4% |
| 5Y | +284.8% | -13.2% | +298.0% | +294.9% |
| All | +284.8% | -14.9% | +299.6% | +294.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling