-99.1%
QID vs ZBRA
+435.2%
-534.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -0.5% |
| 7D | +1.3% | -3.4% | +4.7% | -1.0% |
| 30D | +2.9% | -7.4% | +10.3% | -2.0% |
| 3M | -0.7% | +57.5% | -58.2% | +39.6% |
| 6M | -29.7% | +64.0% | -93.7% | +3.9% |
| YTD | -27.9% | +44.3% | -72.2% | -1.7% |
| 1Y | -34.6% | +10.9% | -45.4% | -25.0% |
| 3Y | -73.5% | +37.5% | -111.1% | -57.3% |
| 5Y | -81.0% | -39.7% | -41.4% | -78.3% |
| All | -99.1% | +435.2% | -534.4% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling