+117.9%
QQQM vs ZETA
+237.6%
-119.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | +10.5% | -11.1% | -2.1% |
| 3M | +1.3% | +44.3% | -43.0% | -4.4% |
| 6M | +18.2% | +59.4% | -41.2% | +9.2% |
| YTD | +16.9% | +49.5% | -32.6% | +8.3% |
| 1Y | +24.0% | +62.7% | -38.6% | +12.7% |
| 3Y | +96.0% | +274.6% | -178.6% | +43.8% |
| 5Y | +95.2% | +349.3% | -254.1% | +36.0% |
| All | +117.9% | +237.6% | -119.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling