+516.5%
QLD vs ZM
+38.3%
+478.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +2.1% |
| 7D | -10.3% | -5.9% | -4.4% | -8.3% |
| 30D | -26.1% | -5.2% | -20.9% | -24.5% |
| 3M | -17.8% | -11.3% | -6.5% | -14.5% |
| 6M | -15.6% | -14.5% | -1.1% | -12.0% |
| YTD | +5.4% | +4.2% | +1.2% | +1.3% |
| 1Y | +5.2% | +9.3% | -4.1% | -0.7% |
| 3Y | +139.4% | +45.4% | +94.1% | +103.4% |
| 5Y | +66.7% | -66.0% | +132.8% | +95.0% |
| All | +516.5% | +38.3% | +478.2% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling