-20.5%
ZBH vs ESI
+81.4%
-101.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -4.9% | +3.9% | -8.8% | -5.3% |
| 30D | -3.2% | -3.8% | +0.5% | -2.9% |
| 3M | +5.8% | -13.1% | +19.0% | +6.8% |
| 6M | +2.0% | +11.3% | -9.4% | -2.8% |
| YTD | +5.8% | +44.1% | -38.3% | -4.9% |
| 1Y | -7.9% | +40.3% | -48.3% | -17.1% |
| All | -20.5% | +81.4% | -101.9% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling