+121.2%
QLD vs ZETA
+227.1%
-105.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.5% | -10.7% |
| 7D | -18.6% | -10.0% | -8.6% | -15.9% |
| 30D | -28.3% | -10.6% | -17.7% | -25.8% |
| 3M | -20.4% | +8.9% | -29.3% | -22.4% |
| 6M | -14.3% | +65.1% | -79.4% | -27.2% |
| YTD | +2.8% | +44.8% | -42.1% | -10.7% |
| 1Y | -1.2% | +47.8% | -49.0% | -15.0% |
| 3Y | +135.3% | +248.8% | -113.4% | +32.0% |
| 5Y | +62.6% | +220.3% | -157.8% | -14.4% |
| All | +121.2% | +227.1% | -105.8% | +15.2% |
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 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