+558.4%
QLD vs ZM
+41.1%
+517.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.2% |
| 30D | -19.6% | -6.2% | -13.4% | -17.6% |
| 3M | -14.1% | -12.2% | -1.9% | -10.4% |
| 6M | -13.6% | -16.0% | +2.4% | -9.4% |
| YTD | +12.5% | +6.3% | +6.3% | +7.5% |
| 1Y | +13.1% | +12.3% | +0.9% | +5.8% |
| 3Y | +154.7% | +51.2% | +103.5% | +113.6% |
| 5Y | +81.1% | -64.5% | +145.6% | +109.6% |
| All | +558.4% | +41.1% | +517.3% | +484.4% |
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