+62.0%
ZETA vs QS
-39.8%
+101.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -6.5% | -5.0% | -1.5% | -5.3% |
| 30D | +4.8% | -18.3% | +23.1% | +10.4% |
| 3M | +53.3% | -26.0% | +79.3% | +63.9% |
| 6M | +66.8% | -24.0% | +90.9% | +73.3% |
| YTD | +50.2% | -50.3% | +100.5% | +73.1% |
| 1Y | +62.0% | -38.0% | +100.0% | +85.2% |
| All | +62.0% | -39.8% | +101.8% | +85.2% |
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