+744.5%
QLD vs ZS
+517.5%
+227.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +2.2% |
| 7D | +0.6% | -7.8% | +8.4% | +3.9% |
| 30D | -0.1% | +5.0% | -5.2% | -2.8% |
| 3M | -8.4% | +25.5% | -33.9% | -17.7% |
| 6M | +32.2% | +8.7% | +23.5% | +17.8% |
| YTD | +28.9% | -24.5% | +53.4% | +33.1% |
| 1Y | +43.8% | -36.7% | +80.5% | +59.5% |
| 3Y | +176.6% | +7.2% | +169.4% | +137.0% |
| 5Y | +121.6% | -40.9% | +162.5% | +125.0% |
| All | +744.5% | +517.5% | +227.1% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling