+169.7%
EXE vs ZBH
-37.0%
+206.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -3.1% | -4.7% | +1.5% | -2.2% |
| 30D | -0.9% | -4.5% | +3.6% | 0.0% |
| 3M | +9.6% | +7.6% | +2.0% | +7.3% |
| 6M | -11.6% | +0.3% | -11.9% | -12.3% |
| YTD | -12.6% | +4.5% | -17.1% | -14.3% |
| 1Y | +1.2% | -9.4% | +10.6% | +2.4% |
| 3Y | +18.0% | -21.5% | +39.5% | +23.9% |
| 5Y | +101.1% | -28.4% | +129.5% | +113.5% |
| All | +169.7% | -37.0% | +206.7% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling