+637.3%
QLD vs ZS
+623.8%
+13.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -1.4% | -11.1% | +9.6% | +3.6% |
| 30D | -19.6% | -14.8% | -4.7% | -14.2% |
| 3M | -14.1% | +18.0% | -32.1% | -21.5% |
| 6M | -13.6% | +30.8% | -44.5% | -28.5% |
| YTD | +12.5% | -11.5% | +24.0% | +7.3% |
| 1Y | +13.1% | -37.8% | +51.0% | +25.8% |
| 3Y | +154.7% | +16.6% | +138.1% | +108.3% |
| 5Y | +81.1% | -43.6% | +124.6% | +83.2% |
| All | +637.3% | +623.8% | +13.6% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling