+356.2%
ZETA vs QS
-28.5%
+384.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | 0.0% |
| 7D | +26.5% | -5.6% | +32.1% | +27.4% |
| 30D | +10.3% | -5.8% | +16.1% | +11.1% |
| 3M | +30.5% | -39.2% | +69.7% | +40.1% |
| 6M | +129.4% | -53.9% | +183.3% | +154.0% |
| YTD | +83.1% | -62.8% | +145.9% | +106.9% |
| 1Y | +82.1% | -73.5% | +155.6% | +114.5% |
| All | +356.2% | -28.5% | +384.7% | +351.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling