+313.8%
ELF vs ZBH
-14.3%
+328.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +5.4% | -2.8% | +8.2% | +6.5% |
| 30D | +27.0% | -0.1% | +27.1% | +26.9% |
| 3M | +113.2% | +13.4% | +99.8% | +100.6% |
| 6M | +36.6% | +3.0% | +33.6% | +33.3% |
| YTD | +44.2% | +9.7% | +34.6% | +36.9% |
| 1Y | -18.0% | -5.4% | -12.6% | -18.1% |
| 3Y | -19.9% | -15.6% | -4.4% | -18.2% |
| 5Y | +257.7% | -28.1% | +285.8% | +288.2% |
| All | +313.8% | -14.3% | +328.2% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling