+269.3%
ZBH vs EAT
+1,740.4%
-1,471.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.6% | -3.3% |
| 7D | -5.2% | -4.9% | -0.3% | -4.3% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +8.3% | +52.2% | -44.0% | -0.5% |
| 6M | +0.7% | +65.0% | -64.4% | -9.7% |
| YTD | +5.3% | +55.0% | -49.7% | -4.7% |
| 1Y | -9.1% | +42.1% | -51.1% | -16.8% |
| 3Y | -19.7% | +614.7% | -634.4% | -49.0% |
| 5Y | -31.3% | +322.7% | -354.0% | -53.7% |
| 10Y | -18.9% | +382.0% | -401.0% | -54.8% |
| All | +269.3% | +1,740.4% | -1,471.0% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling