+139.4%
QLD vs ZBH
+0.1%
+139.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | -10.3% | +11.7% | -22.0% | -11.0% |
| 30D | -26.1% | +19.3% | -45.4% | -27.1% |
| 3M | -17.8% | +8.9% | -26.7% | -18.3% |
| 6M | -15.6% | +28.2% | -43.7% | -18.3% |
| YTD | +5.4% | +18.4% | -13.0% | +3.2% |
| 1Y | +5.2% | +20.6% | -15.3% | +2.7% |
| 3Y | +139.4% | -0.6% | +140.1% | +141.7% |
| All | +139.4% | +0.1% | +139.3% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling