+41.9%
QLD vs ZCMD
-99.9%
+141.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | -1.8% | -21.6% | +19.8% | -1.5% |
| 3M | -1.8% | -67.4% | +65.6% | -2.5% |
| 6M | +36.9% | -99.4% | +136.3% | +39.0% |
| YTD | +28.7% | -99.7% | +128.4% | +33.2% |
| 1Y | +41.9% | -99.9% | +141.8% | +49.9% |
| All | +41.9% | -99.9% | +141.8% | +49.9% |
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