+22.7%
ZBH vs EXPD
+40.0%
-17.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | -2.4% | -1.6% | -0.9% | -2.3% |
| 30D | +16.6% | +0.6% | +16.0% | +16.1% |
| 3M | +10.8% | +9.8% | +1.0% | +9.2% |
| 6M | +35.8% | +25.8% | +10.0% | +32.0% |
| YTD | +20.5% | +31.3% | -10.8% | +13.2% |
| 1Y | +22.7% | +40.9% | -18.2% | +11.4% |
| All | +22.7% | +40.0% | -17.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling