-28.7%
ZBH vs EFV
+95.9%
-124.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.5% |
| 7D | -4.7% | -0.8% | -3.9% | -4.2% |
| 30D | -4.5% | +0.6% | -5.1% | -4.8% |
| 3M | +7.6% | +7.5% | 0.0% | +2.8% |
| 6M | +0.3% | +13.0% | -12.7% | -7.4% |
| YTD | +4.5% | +18.3% | -13.8% | -6.5% |
| 1Y | -9.4% | +26.7% | -36.1% | -22.5% |
| 3Y | -21.5% | +89.6% | -111.1% | -49.5% |
| All | -28.7% | +95.9% | -124.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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