-18.3%
ZBH vs EAT
+379.9%
-398.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -6.6% | -6.2% | -0.4% | -5.4% |
| 30D | -4.9% | -3.0% | -1.9% | -4.6% |
| 3M | +5.1% | +45.6% | -40.5% | -2.7% |
| 6M | +1.3% | +53.5% | -52.2% | -8.0% |
| YTD | +3.4% | +49.6% | -46.2% | -6.1% |
| 1Y | -8.7% | +38.9% | -47.6% | -16.2% |
| 3Y | -21.2% | +589.7% | -610.9% | -51.0% |
| 5Y | -29.2% | +318.7% | -347.9% | -53.4% |
| All | -18.3% | +379.9% | -398.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling