+294.9%
ZETA vs QID
-76.9%
+371.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | +0.2% |
| 7D | +18.1% | -7.1% | +25.3% | +12.7% |
| 30D | +13.6% | +12.6% | +0.9% | +26.1% |
| 3M | +23.7% | +14.2% | +9.5% | +39.8% |
| 6M | +128.5% | +6.2% | +122.3% | +149.4% |
| YTD | +80.1% | -21.8% | +101.9% | +62.6% |
| 1Y | +98.0% | -23.1% | +121.1% | +78.2% |
| 3Y | +348.6% | -71.3% | +419.9% | +151.4% |
| All | +294.9% | -76.9% | +371.8% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling