+580.7%
QLD vs ZM
+50.9%
+529.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.9% | -3.2% | +1.9% |
| 7D | -1.2% | +6.8% | -8.0% | -3.2% |
| 30D | -15.7% | +0.1% | -15.9% | -15.5% |
| 3M | -10.0% | -7.5% | -2.5% | -7.8% |
| 6M | -11.2% | -8.4% | -2.8% | -9.6% |
| YTD | +16.4% | +13.7% | +2.7% | +8.6% |
| 1Y | +12.7% | +15.9% | -3.3% | +4.2% |
| 3Y | +152.3% | +58.0% | +94.3% | +108.3% |
| 5Y | +91.8% | -60.4% | +152.2% | +115.4% |
| All | +580.7% | +50.9% | +529.8% | +490.3% |
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