+9,127.5%
QLD vs ZBH
+79.5%
+9,048.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +0.6% | -2.8% | +3.4% | +2.7% |
| 30D | -0.1% | -0.1% | 0.0% | -0.3% |
| 3M | -8.4% | +13.4% | -21.8% | -18.7% |
| 6M | +32.2% | +3.0% | +29.2% | +24.4% |
| YTD | +28.9% | +9.7% | +19.3% | +14.6% |
| 1Y | +43.8% | -5.4% | +49.2% | +39.7% |
| 3Y | +176.6% | -15.6% | +192.2% | +177.5% |
| 5Y | +121.6% | -28.1% | +149.7% | +156.6% |
| 10Y | +1,652.9% | -15.2% | +1,668.2% | +1,530.9% |
| All | +9,127.5% | +79.5% | +9,048.0% | +4,087.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling