+149.8%
QQQM vs ZBH
-32.6%
+182.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -1.3% | -6.6% | +5.3% | +0.2% |
| 30D | -1.4% | -4.9% | +3.6% | -0.3% |
| 3M | +2.2% | +5.1% | -2.9% | +0.4% |
| 6M | +16.9% | +1.3% | +15.5% | +15.6% |
| YTD | +15.7% | +3.4% | +12.3% | +13.5% |
| 1Y | +22.7% | -8.7% | +31.4% | +23.7% |
| 3Y | +93.9% | -21.2% | +115.1% | +101.9% |
| 5Y | +94.6% | -29.2% | +123.8% | +101.6% |
| All | +149.8% | -32.6% | +182.4% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling