+312.3%
ZETA vs QS
-88.1%
+400.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.4% |
| 7D | +18.1% | -14.0% | +32.1% | +22.1% |
| 30D | +13.6% | -6.4% | +19.9% | +14.9% |
| 3M | +23.7% | -40.3% | +64.0% | +39.0% |
| 6M | +128.5% | -57.5% | +186.0% | +174.0% |
| YTD | +80.1% | -64.7% | +144.8% | +122.9% |
| 1Y | +98.0% | -72.9% | +170.9% | +160.3% |
| 3Y | +348.6% | -33.5% | +382.0% | +272.6% |
| 5Y | +286.6% | -90.5% | +377.1% | +423.8% |
| All | +312.3% | -88.1% | +400.4% | +393.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling