+1,520.2%
QLD vs ZBH
+20.1%
+1,500.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -1.2% | -2.4% | +1.2% | +0.5% |
| 30D | -15.7% | +16.6% | -32.3% | -23.6% |
| 3M | -10.0% | +10.8% | -20.9% | -16.6% |
| 6M | -11.2% | +35.8% | -47.0% | -29.3% |
| YTD | +16.4% | +20.5% | -4.1% | -1.2% |
| 1Y | +12.7% | +22.7% | -10.1% | -5.8% |
| 3Y | +152.3% | +4.9% | +147.4% | +118.7% |
| 5Y | +91.8% | -12.8% | +104.6% | +94.1% |
| 10Y | +1,520.2% | +22.7% | +1,497.5% | +1,165.9% |
| All | +1,520.2% | +20.1% | +1,500.2% | +1,165.9% |
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