+726.6%
EXPE vs ZBH
+49.3%
+677.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | -0.5% | -2.3% | +1.8% | +0.7% |
| 30D | -6.1% | +12.5% | -18.6% | -11.7% |
| 3M | -21.3% | +3.9% | -25.2% | -22.7% |
| 6M | +19.0% | +25.4% | -6.4% | +5.0% |
| YTD | -8.4% | +15.7% | -24.1% | -16.7% |
| 1Y | -2.8% | +15.2% | -18.0% | -11.3% |
| 3Y | +120.8% | +0.3% | +120.4% | +107.4% |
| 5Y | +46.2% | -16.1% | +62.2% | +51.5% |
| 10Y | +123.8% | +17.8% | +106.0% | +92.8% |
| All | +726.6% | +49.3% | +677.3% | +392.3% |
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