-15.5%
ZBH vs EXPD
+316.4%
-331.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | 0.0% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -3.2% | +5.2% | -8.4% | -5.0% |
| 3M | +5.8% | +13.2% | -7.4% | +1.0% |
| 6M | +2.0% | +30.3% | -28.4% | -7.8% |
| YTD | +5.8% | +27.0% | -21.2% | -4.3% |
| 1Y | -7.9% | +57.3% | -65.2% | -23.7% |
| 3Y | -19.4% | +70.0% | -89.4% | -36.5% |
| 5Y | -29.5% | +61.6% | -91.1% | -44.9% |
| 10Y | -15.5% | +321.1% | -336.6% | -57.0% |
| All | -15.5% | +316.4% | -331.9% | -57.0% |
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