+1,474.5%
ETR vs ZBH
+272.6%
+1,201.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.1% |
| 7D | +1.4% | -5.2% | +6.6% | +2.7% |
| 30D | +1.9% | -2.4% | +4.3% | +2.4% |
| 3M | +1.0% | +8.3% | -7.3% | -1.3% |
| 6M | +4.8% | +0.7% | +4.2% | +3.9% |
| YTD | +19.5% | +5.3% | +14.2% | +17.0% |
| 1Y | +28.1% | -9.1% | +37.2% | +29.3% |
| 3Y | +151.1% | -19.7% | +170.8% | +158.1% |
| 5Y | +125.2% | -31.3% | +156.4% | +137.4% |
| 10Y | +291.1% | -18.9% | +310.1% | +280.8% |
| All | +1,474.5% | +272.6% | +1,201.9% | +978.6% |
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