+128.3%
ETR vs ZBH
-29.5%
+157.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +0.4% | -4.9% | +5.3% | +1.2% |
| 30D | +2.0% | -3.2% | +5.3% | +2.6% |
| 3M | -1.7% | +5.8% | -7.5% | -3.0% |
| 6M | +3.6% | +2.0% | +1.6% | +2.7% |
| YTD | +18.0% | +5.8% | +12.3% | +16.0% |
| 1Y | +26.2% | -7.9% | +34.2% | +27.1% |
| 3Y | +148.0% | -19.4% | +167.4% | +155.4% |
| All | +128.3% | -29.5% | +157.8% | +133.4% |
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 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