+64.5%
QLD vs ZYBT
-58.4%
+122.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +1.9% | -3.7% | +5.6% | +1.9% |
| 30D | -1.8% | -12.8% | +11.0% | -1.8% |
| 3M | -0.1% | +76.2% | -76.3% | -0.7% |
| 6M | +32.6% | +109.3% | -76.8% | +29.6% |
| YTD | +27.9% | +36.5% | -8.6% | +26.8% |
| 1Y | +40.3% | -84.0% | +124.3% | +47.6% |
| All | +64.5% | -58.4% | +122.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling