+590.4%
QLD vs ZS
+618.8%
-28.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.8% |
| 7D | -10.3% | -16.9% | +6.6% | -3.1% |
| 30D | -26.1% | -7.4% | -18.6% | -23.9% |
| 3M | -17.8% | +21.6% | -39.3% | -25.7% |
| 6M | -15.6% | +42.4% | -57.9% | -32.9% |
| YTD | +5.4% | -12.1% | +17.5% | +0.7% |
| 1Y | +5.2% | -37.8% | +43.1% | +16.9% |
| 3Y | +139.4% | +20.9% | +118.5% | +92.6% |
| 5Y | +66.7% | -41.6% | +108.3% | +66.5% |
| All | +590.4% | +618.8% | -28.4% | +186.7% |
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