+32.2%
QLD vs ZM
+37.9%
-5.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | -0.2% |
| 7D | +0.6% | +2.9% | -2.4% | 0.0% |
| 30D | -0.1% | +0.7% | -0.8% | -0.4% |
| 3M | -8.4% | -3.7% | -4.7% | -6.5% |
| 6M | +32.2% | +29.9% | +2.3% | +16.9% |
| All | +32.2% | +37.9% | -5.7% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling