-17.4%
ZBH vs QSR
+135.2%
-152.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -4.7% | -4.0% | -0.7% | -3.1% |
| 30D | -4.5% | +2.8% | -7.2% | -5.6% |
| 3M | +7.6% | +5.1% | +2.5% | +5.4% |
| 6M | +0.3% | +8.8% | -8.5% | -3.4% |
| YTD | +4.5% | +14.8% | -10.3% | -1.8% |
| 1Y | -9.4% | +25.7% | -35.1% | -18.1% |
| 3Y | -21.5% | +27.5% | -49.0% | -31.1% |
| 5Y | -28.4% | +41.3% | -69.7% | -40.8% |
| All | -17.4% | +135.2% | -152.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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