+152.0%
QQQM vs ZCMD
-100.0%
+252.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | +0.9% |
| 7D | -0.6% | -5.4% | +4.8% | -0.5% |
| 30D | -1.2% | -24.8% | +23.6% | -1.0% |
| 3M | -0.1% | -62.8% | +62.7% | -0.6% |
| 6M | +18.0% | -99.5% | +117.5% | +19.4% |
| YTD | +16.7% | -99.8% | +116.5% | +18.5% |
| 1Y | +23.0% | -99.9% | +122.9% | +25.6% |
| 3Y | +93.3% | -100.0% | +193.3% | +103.2% |
| 5Y | +96.3% | -100.0% | +196.3% | +107.3% |
| All | +152.0% | -100.0% | +252.0% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling