+121.0%
QLD vs ZM
-66.0%
+187.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | -1.5% |
| 7D | +0.6% | +2.9% | -2.4% | -1.1% |
| 30D | -0.1% | +0.7% | -0.8% | -1.1% |
| 3M | -8.4% | -3.7% | -4.7% | -7.6% |
| 6M | +32.2% | +29.9% | +2.3% | +9.4% |
| YTD | +28.9% | +17.4% | +11.5% | +11.2% |
| 1Y | +43.8% | +22.4% | +21.4% | +19.9% |
| 3Y | +176.6% | +41.3% | +135.3% | +103.9% |
| All | +121.0% | -66.0% | +187.1% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling