-26.4%
ZBH vs QS
-43.2%
+16.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -4.0% |
| 7D | -5.2% | +2.2% | -7.4% | -5.3% |
| 30D | -2.4% | -8.1% | +5.6% | -2.2% |
| 3M | +8.3% | -27.0% | +35.3% | +9.1% |
| 6M | +0.7% | -16.4% | +17.1% | +0.7% |
| YTD | +5.3% | -46.4% | +51.7% | +6.9% |
| 1Y | -9.1% | -41.1% | +32.0% | -8.9% |
| 3Y | -19.7% | -18.6% | -1.1% | -22.7% |
| 5Y | -31.3% | -73.0% | +41.8% | -33.1% |
| All | -26.4% | -43.2% | +16.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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