-10.5%
ZBH vs ESTC
+27.2%
-37.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.0% |
| 7D | -2.1% | +5.8% | -7.9% | -2.9% |
| 30D | +13.6% | -5.6% | +19.1% | +14.2% |
| 3M | +7.1% | +15.4% | -8.3% | +4.4% |
| 6M | +26.1% | +77.8% | -51.7% | +15.6% |
| YTD | +17.2% | +18.1% | -0.8% | +12.6% |
| 1Y | +17.4% | -3.7% | +21.1% | +15.5% |
| 3Y | +2.0% | +16.9% | -14.8% | -8.1% |
| 5Y | -15.0% | -51.2% | +36.3% | -15.0% |
| All | -10.5% | +27.2% | -37.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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