+127.7%
EXPE vs ZBH
+17.7%
+110.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.4% |
| 7D | -0.5% | -2.3% | +1.8% | +0.9% |
| 30D | -6.1% | +12.5% | -18.6% | -12.3% |
| 3M | -21.3% | +3.9% | -25.2% | -22.9% |
| 6M | +19.0% | +25.4% | -6.4% | +3.6% |
| YTD | -8.4% | +15.7% | -24.1% | -17.6% |
| 1Y | -2.8% | +15.2% | -18.0% | -12.3% |
| 3Y | +120.8% | +0.3% | +120.4% | +104.1% |
| 5Y | +46.2% | -16.1% | +62.2% | +51.3% |
| All | +127.7% | +17.7% | +110.0% | +94.6% |
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