+85.5%
ETN vs ZBH
-20.7%
+106.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +4.0% |
| 7D | +3.5% | -4.7% | +8.2% | +3.5% |
| 30D | -7.5% | -4.5% | -3.0% | -7.5% |
| 3M | +8.3% | +7.6% | +0.8% | +7.8% |
| 6M | +20.2% | +0.3% | +19.9% | +20.4% |
| YTD | +34.7% | +4.5% | +30.1% | +34.4% |
| 1Y | +19.4% | -9.4% | +28.8% | +20.4% |
| 3Y | +85.5% | -21.5% | +107.0% | +95.8% |
| All | +85.5% | -20.7% | +106.2% | +95.8% |
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