+95.7%
QQQ vs ZBH
-28.6%
+124.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.6% |
| 7D | -0.6% | -4.7% | +4.1% | +0.5% |
| 30D | -1.2% | -4.5% | +3.3% | -0.2% |
| 3M | -0.2% | +7.6% | -7.8% | -2.6% |
| 6M | +17.9% | +0.3% | +17.6% | +16.9% |
| YTD | +16.6% | +4.5% | +12.1% | +14.0% |
| 1Y | +23.0% | -9.4% | +32.4% | +24.6% |
| 3Y | +92.9% | -21.5% | +114.4% | +103.2% |
| All | +95.7% | -28.6% | +124.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling