-19.7%
ZBH vs ESTC
+11.7%
-31.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -3.8% |
| 7D | -5.2% | -4.3% | -0.9% | -5.1% |
| 30D | -2.4% | +17.7% | -20.1% | -2.9% |
| 3M | +8.3% | +42.3% | -34.0% | +7.2% |
| 6M | +0.7% | +64.6% | -63.9% | -0.8% |
| YTD | +5.3% | +17.2% | -11.9% | +4.2% |
| 1Y | -9.1% | -4.2% | -4.9% | -9.8% |
| 3Y | -19.7% | +13.5% | -33.2% | -20.8% |
| All | -19.7% | +11.7% | -31.4% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling