+93.9%
QQQ vs ZS
-43.4%
+137.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -1.3% | -8.1% | +6.8% | +0.6% |
| 30D | -1.4% | -8.4% | +7.1% | +0.3% |
| 3M | +2.3% | +31.1% | -28.8% | -4.6% |
| 6M | +16.9% | +4.4% | +12.5% | +11.0% |
| YTD | +15.6% | -27.3% | +43.0% | +19.7% |
| 1Y | +22.6% | -41.4% | +64.0% | +33.7% |
| 3Y | +93.5% | +1.7% | +91.8% | +75.6% |
| 5Y | +93.9% | -39.6% | +133.5% | +79.9% |
| All | +93.9% | -43.4% | +137.3% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling