-23.1%
EXE vs ZBH
+16.6%
-39.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +5.3% | -2.3% | +7.6% | +5.2% |
| 30D | -2.2% | +12.5% | -14.7% | -1.6% |
| 3M | -5.9% | +3.9% | -9.8% | -5.4% |
| 6M | -5.7% | +25.4% | -31.1% | -5.3% |
| YTD | -17.8% | +15.7% | -33.5% | -18.5% |
| 1Y | -23.1% | +15.2% | -38.3% | -23.5% |
| All | -23.1% | +16.6% | -39.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling