+67.8%
ZETA vs QS
-28.5%
+96.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.2% |
| 7D | +2.7% | -2.3% | +5.0% | +3.2% |
| 30D | +15.8% | -0.7% | +16.5% | +15.9% |
| 3M | +35.4% | -39.6% | +75.1% | +50.3% |
| 6M | +67.1% | -21.7% | +88.8% | +72.1% |
| YTD | +54.1% | -47.4% | +101.5% | +72.1% |
| 1Y | +67.8% | -28.4% | +96.2% | +90.6% |
| All | +67.8% | -28.5% | +96.3% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling