+743.1%
QLD vs ZS
+488.9%
+254.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | +1.7% |
| 7D | +3.0% | -9.2% | +12.2% | +7.0% |
| 30D | -1.8% | -4.0% | +2.2% | -0.9% |
| 3M | -1.8% | +25.3% | -27.1% | -11.9% |
| 6M | +36.9% | -1.3% | +38.2% | +27.2% |
| YTD | +28.7% | -28.0% | +56.7% | +35.4% |
| 1Y | +41.9% | -42.5% | +84.4% | +64.0% |
| 3Y | +184.2% | +0.7% | +183.5% | +149.9% |
| 5Y | +122.1% | -42.3% | +164.4% | +127.9% |
| All | +743.1% | +488.9% | +254.3% | +285.5% |
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