+1,542.6%
QLD vs ZBRA
+373.1%
+1,169.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +1.3% |
| 7D | +12.5% | -1.2% | +13.7% | +13.5% |
| 30D | -15.7% | -17.8% | +2.1% | -3.7% |
| 3M | -11.9% | -16.0% | +4.1% | -1.1% |
| 6M | -10.3% | +31.4% | -41.7% | -28.7% |
| YTD | +15.6% | +30.9% | -15.3% | -11.0% |
| 1Y | +12.1% | +24.3% | -12.2% | -10.5% |
| 3Y | +150.7% | +54.2% | +96.5% | +59.0% |
| 5Y | +86.6% | -46.3% | +132.9% | +157.8% |
| All | +1,542.6% | +373.1% | +1,169.5% | +617.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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