+152.0%
QQQM vs ZM
-80.7%
+232.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | +0.8% |
| 30D | -1.2% | -9.1% | +7.9% | +0.8% |
| 3M | -0.1% | +3.5% | -3.6% | -1.5% |
| 6M | +18.0% | +25.7% | -7.7% | +9.7% |
| YTD | +16.7% | +10.8% | +5.9% | +11.3% |
| 1Y | +23.0% | +12.8% | +10.3% | +16.4% |
| 3Y | +93.3% | +33.1% | +60.2% | +72.0% |
| 5Y | +96.3% | -68.3% | +164.6% | +115.3% |
| All | +152.0% | -80.7% | +232.7% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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