+142.7%
ETSY vs ZBH
-7.7%
+150.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.9% | -0.9% | -3.2% |
| 7D | -10.9% | -5.2% | -5.7% | -8.9% |
| 30D | -14.9% | -2.4% | -12.5% | -14.1% |
| 3M | +5.8% | +8.3% | -2.5% | +2.1% |
| 6M | +29.1% | +0.7% | +28.5% | +27.6% |
| YTD | +31.3% | +5.3% | +26.0% | +26.7% |
| 1Y | +25.1% | -9.1% | +34.2% | +27.0% |
| 3Y | +8.5% | -19.7% | +28.2% | +14.6% |
| 5Y | -66.1% | -31.3% | -34.8% | -62.2% |
| 10Y | +410.3% | -18.9% | +429.2% | +383.9% |
| All | +142.7% | -7.7% | +150.5% | +94.8% |
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 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