+36.8%
ZBH vs EFV
+256.4%
-219.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -5.2% | +1.0% | -6.2% | -5.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +8.3% | +9.6% | -1.4% | +2.0% |
| 6M | +0.7% | +14.0% | -13.4% | -7.8% |
| YTD | +5.3% | +18.5% | -13.1% | -6.0% |
| 1Y | -9.1% | +27.9% | -37.0% | -22.8% |
| 3Y | -19.7% | +92.4% | -112.1% | -48.0% |
| 5Y | -31.3% | +97.2% | -128.5% | -56.4% |
| 10Y | -18.9% | +163.0% | -182.0% | -56.9% |
| All | +36.8% | +256.4% | -219.6% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling