-18.3%
ZBH vs ESI
+310.7%
-329.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.0% |
| 7D | -6.6% | -2.3% | -4.2% | -6.0% |
| 30D | -4.9% | -9.0% | +4.1% | -2.6% |
| 3M | +5.1% | -13.3% | +18.4% | +7.6% |
| 6M | +1.3% | +5.3% | -3.9% | -3.8% |
| YTD | +3.4% | +37.6% | -34.3% | -10.7% |
| 1Y | -8.7% | +33.6% | -42.3% | -20.8% |
| 3Y | -21.2% | +75.8% | -97.0% | -39.8% |
| 5Y | -29.2% | +68.6% | -97.8% | -46.6% |
| All | -18.3% | +310.7% | -329.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling