+284.4%
ZBH vs ED
+749.8%
-465.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +13.4% | +3.9% | +9.5% | +11.7% |
| 6M | +3.0% | -3.0% | +6.0% | +4.1% |
| YTD | +9.7% | +10.7% | -1.0% | +5.1% |
| 1Y | -5.4% | +13.3% | -18.7% | -10.2% |
| 3Y | -15.6% | +34.5% | -50.1% | -25.6% |
| 5Y | -28.1% | +67.1% | -95.3% | -42.4% |
| 10Y | -15.2% | +103.0% | -118.3% | -41.4% |
| All | +284.4% | +749.8% | -465.4% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling