+117.8%
EW vs ZBH
-16.2%
+134.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.3% |
| 7D | -6.2% | -4.7% | -1.5% | -4.0% |
| 30D | -9.3% | -4.5% | -4.8% | -7.4% |
| 3M | -1.6% | +7.6% | -9.2% | -5.6% |
| 6M | -0.8% | +0.3% | -1.1% | -2.1% |
| YTD | -1.0% | +4.5% | -5.6% | -4.6% |
| 1Y | +8.2% | -9.4% | +17.5% | +10.8% |
| 3Y | +12.7% | -21.5% | +34.2% | +21.5% |
| 5Y | -30.2% | -28.4% | -1.8% | -22.0% |
| All | +117.8% | -16.2% | +134.0% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling