-29.4%
EW vs ZBH
-31.0%
+1.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -5.1% | -4.9% | -0.2% | -3.1% |
| 30D | -6.4% | -3.2% | -3.1% | -5.1% |
| 3M | -1.6% | +5.8% | -7.4% | -4.2% |
| 6M | +2.3% | +2.0% | +0.3% | +0.5% |
| YTD | +1.1% | +5.8% | -4.7% | -2.4% |
| 1Y | +8.0% | -7.9% | +15.9% | +9.8% |
| 3Y | +16.3% | -19.4% | +35.7% | +24.5% |
| 5Y | -29.4% | -29.5% | +0.1% | -23.7% |
| All | -29.4% | -31.0% | +1.5% | -23.7% |
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