+58.2%
QQQI vs ZCMD
-100.0%
+158.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +0.9% |
| 7D | -0.3% | -5.4% | +5.1% | -0.3% |
| 30D | -0.3% | -24.8% | +24.5% | -0.2% |
| 3M | +1.3% | -62.8% | +64.1% | +1.1% |
| 6M | +11.5% | -99.5% | +111.0% | +11.3% |
| YTD | +11.3% | -99.8% | +111.0% | +11.0% |
| 1Y | +16.9% | -99.9% | +116.8% | +16.4% |
| All | +58.2% | -100.0% | +158.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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