+315.0%
ZBH vs EXPD
+1,510.3%
-1,195.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +11.7% | -7.2% | +18.9% | +14.1% |
| 30D | +19.3% | -3.3% | +22.6% | +20.3% |
| 3M | +8.9% | +3.4% | +5.5% | +7.6% |
| 6M | +28.2% | +22.7% | +5.5% | +19.9% |
| YTD | +18.4% | +24.5% | -6.2% | +9.3% |
| 1Y | +20.6% | +38.6% | -18.1% | +7.6% |
| 3Y | -0.6% | +71.5% | -72.1% | -18.2% |
| 5Y | -19.7% | +56.2% | -76.0% | -33.2% |
| 10Y | +14.7% | +310.5% | -295.7% | -29.5% |
| All | +315.0% | +1,510.3% | -1,195.3% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling