+321.8%
ZBH vs ES
+765.0%
-443.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +10.6% | +0.9% | +9.7% | +10.3% |
| 30D | +20.4% | +5.9% | +14.5% | +18.0% |
| 3M | +10.0% | -1.0% | +11.1% | +10.3% |
| 6M | +31.0% | +7.2% | +23.9% | +27.8% |
| YTD | +20.3% | +7.0% | +13.3% | +17.1% |
| 1Y | +22.2% | +0.5% | +21.8% | +21.0% |
| 3Y | +4.7% | +48.7% | -43.9% | -10.9% |
| 5Y | -13.7% | +1.9% | -15.6% | -17.1% |
| 10Y | +19.3% | +89.2% | -69.9% | -12.1% |
| All | +321.8% | +765.0% | -443.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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