+855.0%
EXPE vs ZBH
+41.5%
+813.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -9.5% | -2.8% | -6.7% | -8.1% |
| 30D | -6.6% | -0.1% | -6.5% | -6.5% |
| 3M | +31.4% | +13.4% | +18.0% | +22.5% |
| 6M | +35.2% | +3.0% | +32.2% | +31.5% |
| YTD | +5.8% | +9.7% | -3.8% | -1.1% |
| 1Y | +38.7% | -5.4% | +44.1% | +39.0% |
| 3Y | +175.8% | -15.6% | +191.4% | +183.6% |
| 5Y | +111.8% | -28.1% | +140.0% | +138.6% |
| 10Y | +179.7% | -15.2% | +195.0% | +181.8% |
| All | +855.0% | +41.5% | +813.5% | +484.5% |
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 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