+12.7%
QLD vs ZCMD
-99.9%
+112.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.3% | +4.6% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | -15.7% | -29.9% | +14.1% | -15.2% |
| 3M | -10.0% | -54.9% | +44.8% | -9.0% |
| 6M | -11.2% | -99.7% | +88.4% | -8.3% |
| YTD | +16.4% | -99.9% | +116.2% | +22.5% |
| 1Y | +12.7% | -99.9% | +112.6% | +20.4% |
| All | +12.7% | -99.9% | +112.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling