+736.5%
EXPE vs ZBH
+51.3%
+685.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.0% |
| 7D | -4.2% | -2.1% | -2.1% | -3.1% |
| 30D | -4.5% | +13.6% | -18.1% | -10.7% |
| 3M | -19.7% | +7.1% | -26.8% | -22.4% |
| 6M | +18.3% | +26.1% | -7.8% | +4.1% |
| YTD | -7.3% | +17.2% | -24.5% | -16.3% |
| 1Y | -3.9% | +17.4% | -21.3% | -13.3% |
| 3Y | +123.0% | +2.0% | +121.0% | +107.5% |
| 5Y | +47.9% | -15.0% | +62.9% | +52.2% |
| 10Y | +126.5% | +19.4% | +107.1% | +93.7% |
| All | +736.5% | +51.3% | +685.2% | +394.5% |
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