+243.8%
ZETA vs QS
-83.3%
+327.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | -6.5% | -5.0% | -1.5% | -5.4% |
| 30D | +4.8% | -18.3% | +23.1% | +9.9% |
| 3M | +53.3% | -26.0% | +79.3% | +63.1% |
| 6M | +66.8% | -24.0% | +90.9% | +74.1% |
| YTD | +50.2% | -50.3% | +100.5% | +72.3% |
| 1Y | +62.0% | -38.0% | +100.0% | +72.2% |
| 3Y | +276.4% | -24.6% | +301.0% | +210.8% |
| 5Y | +341.6% | -75.4% | +417.0% | +379.9% |
| All | +243.8% | -83.3% | +327.0% | +281.3% |
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