+154.7%
QLD vs ZETA
+280.5%
-125.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +5.7% |
| 7D | -1.4% | +6.2% | -7.7% | -2.7% |
| 30D | -19.6% | -2.0% | -17.6% | -19.0% |
| 3M | -14.1% | +21.7% | -35.8% | -18.1% |
| 6M | -13.6% | +89.1% | -102.8% | -27.0% |
| YTD | +12.5% | +59.3% | -46.8% | -2.2% |
| 1Y | +13.1% | +66.2% | -53.0% | -3.0% |
| 3Y | +154.7% | +297.3% | -142.6% | +49.8% |
| All | +154.7% | +280.5% | -125.8% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling