+43.8%
QLD vs ZS
-37.1%
+80.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +0.6% | -7.8% | +8.4% | +1.6% |
| 30D | -0.1% | +5.0% | -5.2% | -0.8% |
| 3M | -8.4% | +25.5% | -33.9% | -11.0% |
| 6M | +32.2% | +8.7% | +23.5% | +27.6% |
| YTD | +28.9% | -24.5% | +53.4% | +39.2% |
| 1Y | +43.8% | -36.7% | +80.5% | +66.6% |
| All | +43.8% | -37.1% | +80.9% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling