-29.2%
ZBH vs XME
+167.8%
-197.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.5% |
| 7D | -6.6% | -3.0% | -3.5% | -6.0% |
| 30D | -4.9% | -2.6% | -2.3% | -4.5% |
| 3M | +5.1% | +2.2% | +3.0% | +4.2% |
| 6M | +1.3% | +0.7% | +0.6% | +0.2% |
| YTD | +3.4% | +10.9% | -7.6% | -0.9% |
| 1Y | -8.7% | +35.7% | -44.4% | -17.8% |
| 3Y | -21.2% | +127.1% | -148.3% | -40.3% |
| 5Y | -29.2% | +168.5% | -197.7% | -50.7% |
| All | -29.2% | +167.8% | -197.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling