+177.5%
QLD vs ZETA
+247.9%
-70.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.5% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | -0.1% | +15.8% | -15.9% | -4.5% |
| 3M | -8.4% | +35.4% | -43.8% | -16.9% |
| 6M | +32.2% | +67.1% | -34.9% | +11.4% |
| YTD | +28.9% | +54.1% | -25.2% | +9.9% |
| 1Y | +43.8% | +67.8% | -24.0% | +18.0% |
| 3Y | +176.6% | +311.4% | -134.8% | +46.7% |
| 5Y | +121.6% | +324.8% | -203.2% | +11.9% |
| All | +177.5% | +247.9% | -70.4% | +41.9% |
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