+427.7%
EXC vs ZBH
+287.8%
+139.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.3% | -2.8% | +3.1% | +1.1% |
| 30D | -3.7% | -0.1% | -3.6% | -3.8% |
| 3M | -1.3% | +13.4% | -14.7% | -5.0% |
| 6M | -9.7% | +3.0% | -12.7% | -11.1% |
| YTD | +2.9% | +9.7% | -6.8% | -0.7% |
| 1Y | +4.4% | -5.4% | +9.8% | +4.4% |
| 3Y | +22.2% | -15.6% | +37.8% | +24.7% |
| 5Y | +46.7% | -28.1% | +74.8% | +54.4% |
| 10Y | +155.3% | -15.2% | +170.6% | +145.6% |
| All | +427.7% | +287.8% | +139.8% | +231.0% |
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