-17.4%
ZBH vs QID
-99.2%
+81.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.7% |
| 7D | -4.7% | +1.3% | -5.9% | -4.3% |
| 30D | -4.5% | +2.9% | -7.4% | -3.8% |
| 3M | +7.6% | -0.7% | +8.3% | +7.7% |
| 6M | +0.3% | -29.7% | +30.0% | -7.7% |
| YTD | +4.5% | -27.9% | +32.4% | -3.0% |
| 1Y | -9.4% | -34.6% | +25.2% | -17.9% |
| 3Y | -21.5% | -73.5% | +52.0% | -42.5% |
| 5Y | -28.4% | -81.0% | +52.6% | -47.3% |
| All | -17.4% | -99.2% | +81.8% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling