+74.2%
ZBH vs XME
+246.2%
-172.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.2% |
| 7D | -5.2% | +3.6% | -8.8% | -6.2% |
| 30D | -2.4% | +3.6% | -6.1% | -3.6% |
| 3M | +8.3% | +1.2% | +7.0% | +7.1% |
| 6M | +0.7% | +9.0% | -8.4% | -3.2% |
| YTD | +5.3% | +15.9% | -10.6% | -1.1% |
| 1Y | -9.1% | +43.2% | -52.3% | -20.6% |
| 3Y | -19.7% | +137.4% | -157.1% | -41.0% |
| 5Y | -31.3% | +185.0% | -216.3% | -53.4% |
| 10Y | -18.9% | +409.5% | -428.4% | -56.3% |
| All | +74.2% | +246.2% | -172.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling