+152.5%
QQQM vs ZTS
-53.5%
+206.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.0% | -3.8% | +4.8% | +2.2% |
| 30D | -0.6% | -2.0% | +1.4% | -0.2% |
| 3M | +1.3% | -10.2% | +11.5% | +4.2% |
| 6M | +18.2% | -39.4% | +57.6% | +38.0% |
| YTD | +16.9% | -40.8% | +57.7% | +37.5% |
| 1Y | +24.0% | -50.1% | +74.2% | +55.6% |
| 3Y | +96.0% | -58.9% | +154.9% | +160.0% |
| 5Y | +95.2% | -62.4% | +157.6% | +163.9% |
| All | +152.5% | -53.5% | +206.1% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling