+117.5%
QQQM vs ZETA
+235.0%
-117.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -0.6% | -3.7% | +3.2% | -0.1% |
| 30D | -1.2% | +5.7% | -6.9% | -2.1% |
| 3M | -0.1% | +50.4% | -50.5% | -6.2% |
| 6M | +18.0% | +65.5% | -47.5% | +8.4% |
| YTD | +16.7% | +48.3% | -31.6% | +8.2% |
| 1Y | +23.0% | +45.4% | -22.3% | +13.6% |
| 3Y | +93.3% | +270.8% | -177.4% | +42.1% |
| 5Y | +96.3% | +336.1% | -239.8% | +36.9% |
| All | +117.5% | +235.0% | -117.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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