-43.5%
QS vs ZBRA
+22.2%
-65.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.7% |
| 7D | +2.2% | +2.6% | -0.4% | +0.5% |
| 30D | -8.1% | -6.4% | -1.7% | -4.5% |
| 3M | -27.0% | +51.3% | -78.3% | -44.9% |
| 6M | -16.4% | +60.5% | -76.9% | -39.7% |
| YTD | -46.4% | +45.2% | -91.5% | -59.6% |
| 1Y | -41.1% | +12.3% | -53.4% | -47.6% |
| 3Y | -18.6% | +37.5% | -56.1% | -40.7% |
| 5Y | -73.0% | -39.2% | -33.9% | -74.0% |
| All | -43.5% | +22.2% | -65.7% | -14.4% |
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