+17.9%
ZBH vs EXPD
+335.0%
-317.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -2.3% | +5.5% | -7.8% | -4.1% |
| 30D | +12.5% | -0.8% | +13.3% | +12.5% |
| 3M | +3.9% | +4.1% | -0.2% | +2.2% |
| 6M | +25.4% | +25.7% | -0.2% | +15.0% |
| YTD | +15.7% | +31.4% | -15.7% | +3.1% |
| 1Y | +15.2% | +42.2% | -27.0% | -0.5% |
| 3Y | +0.3% | +77.2% | -76.8% | -22.4% |
| 5Y | -16.1% | +61.0% | -77.1% | -33.9% |
| All | +17.9% | +335.0% | -317.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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