+628.5%
QLD vs ZS
+608.8%
+19.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -3.8% | -13.4% | +9.6% | +2.2% |
| 30D | -20.5% | -16.6% | -3.9% | -14.5% |
| 3M | -14.6% | +10.3% | -25.0% | -19.7% |
| 6M | -14.7% | +28.1% | -42.8% | -28.8% |
| YTD | +11.2% | -13.3% | +24.5% | +6.9% |
| 1Y | +7.1% | -40.7% | +47.8% | +21.5% |
| 3Y | +141.1% | +11.4% | +129.7% | +101.0% |
| 5Y | +84.3% | -42.2% | +126.5% | +84.9% |
| All | +628.5% | +608.8% | +19.7% | +204.3% |
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