+1,418.0%
QLD vs ZBH
+16.4%
+1,401.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.3% |
| 7D | -1.4% | +11.3% | -12.7% | -7.8% |
| 30D | -19.6% | +21.5% | -41.1% | -29.0% |
| 3M | -14.1% | +12.5% | -26.6% | -21.1% |
| 6M | -13.6% | +32.3% | -45.9% | -30.0% |
| YTD | +12.5% | +21.4% | -8.9% | -4.9% |
| 1Y | +13.1% | +23.7% | -10.6% | -5.9% |
| 3Y | +154.7% | +7.0% | +147.7% | +117.7% |
| 5Y | +81.1% | -13.2% | +94.3% | +84.1% |
| 10Y | +1,418.0% | +19.3% | +1,398.7% | +1,111.8% |
| All | +1,418.0% | +16.4% | +1,401.6% | +1,111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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