+146.0%
QLD vs ZCMD
-100.0%
+246.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -2.4% |
| 7D | +7.0% | -7.7% | +14.7% | +7.1% |
| 30D | -14.3% | -34.8% | +20.5% | -14.0% |
| 3M | -16.0% | -56.3% | +40.3% | -15.4% |
| 6M | -14.2% | -99.7% | +85.4% | -14.9% |
| YTD | +12.8% | -99.9% | +112.6% | +11.6% |
| 1Y | +14.1% | -99.9% | +114.0% | +12.6% |
| 3Y | +146.0% | -100.0% | +246.0% | +133.9% |
| All | +146.0% | -100.0% | +246.0% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling