+4,500.4%
EW vs ZBH
+287.8%
+4,212.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -0.3% | -2.8% | +2.5% | +0.8% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | +2.8% | +13.4% | -10.6% | -2.7% |
| 6M | +5.5% | +3.0% | +2.5% | +3.3% |
| YTD | +5.5% | +9.7% | -4.2% | +0.4% |
| 1Y | +11.0% | -5.4% | +16.4% | +11.4% |
| 3Y | +17.7% | -15.6% | +33.3% | +21.4% |
| 5Y | -25.7% | -28.1% | +2.4% | -18.7% |
| 10Y | +132.8% | -15.2% | +148.0% | +131.1% |
| All | +4,500.4% | +287.8% | +4,212.6% | +2,393.6% |
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