-25.8%
TE vs ZBH
+11.3%
-37.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +13.5% | -17.0% | +4.9% |
| 7D | +3.8% | +14.3% | -10.5% | +13.5% |
| 30D | -26.2% | +20.3% | -46.5% | -16.1% |
| 3M | -49.7% | +15.3% | -65.0% | -44.1% |
| 6M | -46.5% | +33.9% | -80.4% | -34.2% |
| YTD | -59.1% | +23.5% | -82.6% | -48.8% |
| 1Y | -25.8% | +7.9% | -33.7% | -12.6% |
| All | -25.8% | +11.3% | -37.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling