+178.5%
EXE vs ZBH
-33.9%
+212.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | -2.8% | +2.6% | +0.3% |
| 30D | +8.5% | -0.1% | +8.5% | +8.4% |
| 3M | +5.5% | +13.4% | -8.0% | +2.2% |
| 6M | -5.9% | +3.0% | -8.9% | -7.0% |
| YTD | -9.7% | +9.7% | -19.4% | -12.4% |
| 1Y | +3.6% | -5.4% | +9.0% | +3.9% |
| 3Y | +18.0% | -15.6% | +33.6% | +21.4% |
| 5Y | +109.4% | -28.1% | +137.5% | +122.9% |
| All | +178.5% | -33.9% | +212.4% | +197.1% |
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 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