+7,443.4%
QLD vs ZBRA
+873.5%
+6,570.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -10.3% | -10.9% | +0.6% | -3.0% |
| 30D | -26.1% | -16.6% | -9.5% | -16.0% |
| 3M | -17.8% | -11.6% | -6.2% | -10.6% |
| 6M | -15.6% | +40.2% | -55.7% | -37.2% |
| YTD | +5.4% | +32.6% | -27.2% | -20.5% |
| 1Y | +5.2% | +24.7% | -19.5% | -17.1% |
| 3Y | +139.4% | +56.3% | +83.1% | +49.6% |
| 5Y | +66.7% | -47.0% | +113.7% | +131.0% |
| 10Y | +1,422.1% | +411.4% | +1,010.7% | +278.1% |
| All | +7,443.4% | +873.5% | +6,570.0% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling