+252.6%
ZETA vs QID
-85.2%
+337.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.3% |
| 30D | +15.8% | 0.0% | +15.8% | +16.3% |
| 3M | +35.4% | +3.7% | +31.7% | +41.6% |
| 6M | +67.1% | -29.9% | +97.0% | +33.9% |
| YTD | +54.1% | -28.8% | +82.8% | +27.3% |
| 1Y | +67.8% | -37.2% | +105.0% | +30.4% |
| 3Y | +311.4% | -73.7% | +385.1% | +115.7% |
| 5Y | +324.8% | -80.7% | +405.5% | +138.6% |
| All | +252.6% | -85.2% | +337.8% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling