-22.9%
ZBH vs EOSE
-58.6%
+35.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.5% |
| 7D | -4.9% | +15.0% | -19.9% | -5.2% |
| 30D | -3.2% | +2.5% | -5.7% | -3.4% |
| 3M | +5.8% | -33.7% | +39.5% | +6.5% |
| 6M | +2.0% | -32.7% | +34.7% | +2.0% |
| YTD | +5.8% | -63.8% | +69.6% | +6.9% |
| 1Y | -7.9% | -40.5% | +32.6% | -9.0% |
| 3Y | -19.4% | +50.4% | -69.7% | -25.6% |
| 5Y | -29.5% | -68.6% | +39.1% | -38.0% |
| All | -22.9% | -58.6% | +35.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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