+139.4%
QLD vs ZS
+18.6%
+120.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.5% |
| 7D | -10.3% | -16.9% | +6.6% | -4.6% |
| 30D | -26.1% | -7.4% | -18.6% | -24.2% |
| 3M | -17.8% | +21.6% | -39.3% | -23.9% |
| 6M | -15.6% | +42.4% | -57.9% | -31.1% |
| YTD | +5.4% | -12.1% | +17.5% | +7.2% |
| 1Y | +5.2% | -37.8% | +43.1% | +29.2% |
| 3Y | +139.4% | +20.9% | +118.5% | +74.6% |
| All | +139.4% | +18.6% | +120.8% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling