+67.2%
QLD vs ZCMD
-100.0%
+167.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.6% |
| 3M | -17.8% | -54.9% | +37.1% | -17.2% |
| 6M | -15.6% | -99.8% | +84.2% | -15.2% |
| YTD | +5.4% | -99.9% | +105.2% | +5.8% |
| 1Y | +5.2% | -99.9% | +105.1% | +5.6% |
| 3Y | +139.4% | -100.0% | +239.4% | +144.8% |
| All | +67.2% | -100.0% | +167.2% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling