+1,431.1%
EWT vs ZBH
+274.1%
+1,157.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.1% | -4.9% | +7.0% | +3.6% |
| 30D | +9.4% | -3.2% | +12.6% | +10.3% |
| 3M | +10.9% | +5.8% | +5.0% | +8.1% |
| 6M | +57.9% | +2.0% | +56.0% | +55.0% |
| YTD | +75.9% | +5.8% | +70.1% | +70.4% |
| 1Y | +89.7% | -7.9% | +97.6% | +90.4% |
| 3Y | +200.9% | -19.4% | +220.2% | +208.7% |
| 5Y | +154.5% | -29.5% | +184.0% | +168.3% |
| 10Y | +520.8% | -15.5% | +536.3% | +478.8% |
| All | +1,431.1% | +274.1% | +1,157.0% | +750.6% |
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