+9,127.5%
QLD vs ZBRA
+996.6%
+8,130.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.7% |
| 7D | +0.6% | +1.8% | -1.2% | -0.7% |
| 30D | -0.1% | -1.7% | +1.6% | +0.9% |
| 3M | -8.4% | +47.8% | -56.1% | -33.1% |
| 6M | +32.2% | +56.7% | -24.5% | -9.2% |
| YTD | +28.9% | +49.4% | -20.5% | -10.4% |
| 1Y | +43.8% | +16.5% | +27.3% | +18.1% |
| 3Y | +176.6% | +31.5% | +145.1% | +96.7% |
| 5Y | +121.6% | -38.6% | +160.2% | +176.2% |
| 10Y | +1,652.9% | +421.0% | +1,232.0% | +331.8% |
| All | +9,127.5% | +996.6% | +8,130.9% | +662.6% |
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