+126.9%
QLD vs ZETA
+244.4%
-117.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.7% | +1.1% |
| 7D | -10.3% | -0.4% | -9.8% | -10.0% |
| 30D | -26.1% | -8.0% | -18.0% | -24.1% |
| 3M | -17.8% | +21.4% | -39.2% | -22.2% |
| 6M | -15.6% | +80.1% | -95.7% | -30.0% |
| YTD | +5.4% | +52.5% | -47.1% | -9.8% |
| 1Y | +5.2% | +58.5% | -53.2% | -11.2% |
| 3Y | +139.4% | +281.7% | -142.2% | +30.8% |
| 5Y | +66.7% | +237.3% | -170.6% | -13.5% |
| All | +126.9% | +244.4% | -117.5% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling