+343.6%
QQQ vs ZS
+488.9%
-145.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.9% |
| 7D | +1.5% | -9.2% | +10.7% | +3.5% |
| 30D | -0.6% | -4.0% | +3.3% | -0.2% |
| 3M | +0.4% | +25.3% | -24.9% | -4.9% |
| 6M | +20.1% | -1.3% | +21.4% | +16.1% |
| YTD | +17.2% | -28.0% | +45.2% | +20.8% |
| 1Y | +24.7% | -42.5% | +67.2% | +34.5% |
| 3Y | +96.2% | +0.7% | +95.4% | +82.0% |
| 5Y | +94.4% | -42.3% | +136.7% | +89.1% |
| All | +343.6% | +488.9% | -145.2% | +181.7% |
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