+239.5%
ZETA vs QID
-85.0%
+324.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -2.5% |
| 7D | -3.7% | +1.3% | -5.0% | -2.9% |
| 30D | +5.7% | +2.9% | +2.8% | +8.3% |
| 3M | +50.4% | -0.7% | +51.2% | +51.2% |
| 6M | +65.5% | -29.7% | +95.1% | +32.7% |
| YTD | +48.3% | -27.9% | +76.2% | +23.6% |
| 1Y | +45.4% | -34.6% | +79.9% | +16.2% |
| 3Y | +270.8% | -73.5% | +344.3% | +95.3% |
| 5Y | +336.1% | -81.0% | +417.1% | +147.2% |
| All | +239.5% | -85.0% | +324.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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