+148.9%
QLD vs ZETA
+313.7%
-164.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +12.5% | +26.5% | -14.0% | +5.2% |
| 30D | -15.7% | +10.3% | -26.0% | -17.9% |
| 3M | -11.9% | +30.5% | -42.5% | -18.4% |
| 6M | -10.3% | +129.4% | -139.6% | -30.6% |
| YTD | +15.6% | +83.1% | -67.5% | -6.1% |
| 1Y | +12.1% | +82.1% | -69.9% | -9.1% |
| 3Y | +150.7% | +352.3% | -201.6% | +30.4% |
| 5Y | +86.6% | +293.1% | -206.5% | -7.9% |
| All | +148.9% | +313.7% | -164.8% | +21.2% |
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