-48.5%
TE vs ZBH
-31.2%
-17.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.0% |
| 7D | +0.9% | -6.6% | +7.4% | +3.1% |
| 30D | -16.3% | -4.9% | -11.3% | -15.1% |
| 3M | -40.8% | +5.1% | -45.9% | -43.4% |
| 6M | -42.6% | +1.3% | -44.0% | -44.5% |
| YTD | -31.4% | +3.4% | -34.8% | -35.0% |
| 1Y | +144.9% | -8.7% | +153.6% | +143.5% |
| 3Y | -26.0% | -21.2% | -4.8% | -20.3% |
| 5Y | -48.5% | -29.2% | -19.3% | -46.7% |
| All | -48.5% | -31.2% | -17.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling