+81.3%
ZBH vs XME
+242.3%
-161.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -0.1% | +6.0% | -6.1% | -2.0% |
| 3M | +13.4% | -7.7% | +21.2% | +15.1% |
| 6M | +3.0% | +1.0% | +2.0% | +1.3% |
| YTD | +9.7% | +14.6% | -5.0% | +3.3% |
| 1Y | -5.4% | +46.0% | -51.4% | -17.8% |
| 3Y | -15.6% | +127.0% | -142.6% | -37.1% |
| 5Y | -28.1% | +175.8% | -203.9% | -50.8% |
| 10Y | -15.2% | +414.6% | -429.9% | -54.4% |
| All | +81.3% | +242.3% | -161.0% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling