+5.2%
QLD vs ZCMD
-99.9%
+105.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.8% | +2.5% |
| 7D | -10.3% | -4.4% | -5.9% | -10.2% |
| 30D | -26.1% | -43.0% | +16.9% | -25.4% |
| 3M | -17.8% | -54.9% | +37.1% | -16.8% |
| 6M | -15.6% | -99.8% | +84.2% | -11.9% |
| YTD | +5.4% | -99.9% | +105.2% | +10.3% |
| 1Y | +5.2% | -99.9% | +105.1% | +10.3% |
| All | +5.2% | -99.9% | +105.1% | +10.3% |
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