+152.0%
QQQM vs ZTS
-53.8%
+205.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -3.7% | +3.2% | +0.6% |
| 30D | -1.2% | -0.8% | -0.4% | -1.2% |
| 3M | -0.1% | -9.7% | +9.6% | +2.6% |
| 6M | +18.0% | -38.4% | +56.3% | +36.7% |
| YTD | +16.7% | -41.1% | +57.8% | +37.4% |
| 1Y | +23.0% | -50.6% | +73.7% | +54.9% |
| 3Y | +93.3% | -59.1% | +152.5% | +157.0% |
| 5Y | +96.3% | -62.7% | +159.0% | +166.3% |
| All | +152.0% | -53.8% | +205.8% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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