+14.7%
QLD vs ZM
+8.0%
+6.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -9.4% | -8.4% | -1.0% | -7.4% |
| 30D | -17.1% | -1.9% | -15.2% | -16.4% |
| 3M | -10.4% | -10.1% | -0.3% | -8.4% |
| 6M | +0.7% | -13.9% | +14.6% | +4.4% |
| YTD | +17.7% | +6.4% | +11.3% | +14.5% |
| 1Y | +14.7% | +9.6% | +5.1% | +10.1% |
| All | +14.7% | +8.0% | +6.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling