+8.4%
QLD vs ZS
-38.6%
+47.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.7% |
| 7D | -1.4% | -11.1% | +9.6% | +0.2% |
| 30D | -19.6% | -14.8% | -4.7% | -17.9% |
| 3M | -14.1% | +18.0% | -32.1% | -15.2% |
| 6M | -13.6% | +30.8% | -44.5% | -17.0% |
| YTD | +12.5% | -11.5% | +24.0% | +17.5% |
| All | +8.4% | -38.6% | +47.0% | +18.3% |
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 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