-16.1%
QS vs ZYBT
-58.9%
+42.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | -3.6% | -3.7% | +0.1% | -3.6% |
| 30D | -17.2% | 0.0% | -17.2% | -17.2% |
| 3M | -27.0% | +72.2% | -99.2% | -27.8% |
| 6M | -24.6% | +103.1% | -127.7% | -26.9% |
| YTD | -49.3% | +34.8% | -84.1% | -50.2% |
| 1Y | -40.3% | -83.2% | +42.8% | -38.3% |
| All | -16.1% | -58.9% | +42.8% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling