-65.8%
ETSY vs ZBH
-28.6%
-37.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -4.9% | -4.7% | -0.2% | -2.7% |
| 30D | -8.6% | -4.5% | -4.1% | -6.7% |
| 3M | +4.8% | +7.6% | -2.8% | +0.8% |
| 6M | +38.1% | +0.3% | +37.8% | +36.5% |
| YTD | +31.2% | +4.5% | +26.7% | +26.1% |
| 1Y | +22.1% | -9.4% | +31.5% | +24.8% |
| 3Y | +12.2% | -21.5% | +33.7% | +23.3% |
| All | -65.8% | -28.6% | -37.1% | -67.3% |
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