+67.2%
QLD vs ZBH
-19.6%
+86.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | -10.3% | +11.7% | -22.0% | -14.9% |
| 30D | -26.1% | +19.3% | -45.4% | -32.2% |
| 3M | -17.8% | +8.9% | -26.7% | -21.6% |
| 6M | -15.6% | +28.2% | -43.7% | -27.6% |
| YTD | +5.4% | +18.4% | -13.0% | -6.5% |
| 1Y | +5.2% | +20.6% | -15.3% | -8.0% |
| 3Y | +139.4% | -0.6% | +140.1% | +118.8% |
| All | +67.2% | -19.6% | +86.8% | +75.2% |
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