+149.4%
EWT vs ZBH
-28.6%
+178.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | -1.1% | -4.7% | +3.5% | -0.5% |
| 30D | +4.5% | -4.5% | +8.9% | +5.1% |
| 3M | +8.3% | +7.6% | +0.7% | +6.5% |
| 6M | +54.2% | +0.3% | +54.0% | +53.4% |
| YTD | +74.6% | +4.5% | +70.0% | +72.2% |
| 1Y | +84.9% | -9.4% | +94.3% | +86.6% |
| 3Y | +197.5% | -21.5% | +219.0% | +208.3% |
| All | +149.4% | -28.6% | +178.1% | +155.1% |
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