+121.0%
QLD vs ZBH
-27.9%
+149.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.6% | -2.8% | +3.4% | +1.9% |
| 30D | -0.1% | -0.1% | 0.0% | -0.2% |
| 3M | -8.4% | +13.4% | -21.8% | -15.3% |
| 6M | +32.2% | +3.0% | +29.2% | +27.9% |
| YTD | +28.9% | +9.7% | +19.3% | +19.6% |
| 1Y | +43.8% | -5.4% | +49.2% | +43.3% |
| 3Y | +176.6% | -15.6% | +192.2% | +187.3% |
| All | +121.0% | -27.9% | +149.0% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling