-21.1%
ZBH vs ESTC
+19.3%
-40.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.8% |
| 7D | -6.6% | -13.2% | +6.6% | -4.9% |
| 30D | -4.9% | +9.3% | -14.3% | -6.4% |
| 3M | +5.1% | +37.3% | -32.2% | +0.3% |
| 6M | +1.3% | +61.0% | -59.7% | -5.8% |
| YTD | +3.4% | +10.7% | -7.3% | +0.5% |
| 1Y | -8.7% | -7.2% | -1.5% | -9.6% |
| 3Y | -21.2% | +7.2% | -28.4% | -28.2% |
| 5Y | -29.2% | -47.7% | +18.5% | -30.8% |
| All | -21.1% | +19.3% | -40.3% | -46.9% |
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