+559.6%
QLD vs ZM
+53.5%
+506.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.2% |
| 7D | +7.0% | +11.0% | -4.0% | +3.2% |
| 30D | -14.3% | +5.6% | -20.0% | -15.7% |
| 3M | -16.0% | -9.1% | -6.9% | -13.4% |
| 6M | -14.2% | -2.6% | -11.7% | -14.5% |
| YTD | +12.8% | +15.7% | -2.9% | +4.6% |
| 1Y | +14.1% | +18.8% | -4.7% | +4.6% |
| 3Y | +146.0% | +62.2% | +83.8% | +101.2% |
| 5Y | +82.0% | -60.9% | +142.9% | +104.1% |
| All | +559.6% | +53.5% | +506.1% | +468.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling