-16.3%
ZBH vs EXPD
+69.2%
-85.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | -0.1% | +4.1% | -4.2% | -0.9% |
| 3M | +13.4% | +17.9% | -4.5% | +9.5% |
| 6M | +3.0% | +29.2% | -26.3% | -2.8% |
| YTD | +9.7% | +27.4% | -17.7% | +3.1% |
| 1Y | -5.4% | +56.8% | -62.2% | -16.4% |
| All | -16.3% | +69.2% | -85.5% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling