+142.8%
QLD vs ZETA
+306.8%
-164.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | +7.0% | +18.1% | -11.1% | +2.0% |
| 30D | -14.3% | +13.6% | -27.9% | -17.2% |
| 3M | -16.0% | +23.7% | -39.7% | -21.1% |
| 6M | -14.2% | +128.5% | -142.7% | -33.5% |
| YTD | +12.8% | +80.1% | -67.3% | -8.0% |
| 1Y | +14.1% | +98.0% | -83.9% | -9.7% |
| 3Y | +146.0% | +348.6% | -202.6% | +28.2% |
| 5Y | +82.0% | +286.6% | -204.6% | -9.8% |
| All | +142.8% | +306.8% | -164.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling