-75.5%
QS vs ZBRA
-41.5%
-34.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | -3.8% | -1.2% | -2.5% |
| 30D | -18.3% | -10.2% | -8.1% | -12.3% |
| 3M | -26.0% | +58.7% | -84.7% | -47.9% |
| 6M | -24.0% | +61.9% | -86.0% | -47.9% |
| YTD | -50.3% | +41.7% | -92.0% | -63.4% |
| 1Y | -38.0% | +12.4% | -50.3% | -45.9% |
| 3Y | -24.6% | +34.2% | -58.8% | -48.1% |
| All | -75.5% | -41.5% | -34.0% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling