+0.3%
ZBH vs ED
+50.2%
-49.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.9% |
| 7D | -2.3% | +2.1% | -4.3% | -3.2% |
| 30D | +12.5% | +10.4% | +2.1% | +7.8% |
| 3M | +3.9% | +12.5% | -8.6% | -1.2% |
| 6M | +25.4% | +14.9% | +10.5% | +18.2% |
| YTD | +15.7% | +24.8% | -9.1% | +4.9% |
| 1Y | +15.2% | +23.8% | -8.7% | +4.7% |
| 3Y | +0.3% | +51.6% | -51.3% | -18.2% |
| All | +0.3% | +50.2% | -49.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling