+349.3%
ZETA vs QS
-74.8%
+424.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | +0.4% |
| 7D | -0.1% | -4.2% | +4.2% | +0.9% |
| 30D | +10.5% | -15.7% | +26.1% | +14.9% |
| 3M | +44.3% | -28.7% | +73.0% | +54.9% |
| 6M | +59.4% | -23.2% | +82.7% | +65.9% |
| YTD | +49.5% | -49.9% | +99.4% | +71.1% |
| 1Y | +62.7% | -38.8% | +101.5% | +73.4% |
| 3Y | +274.6% | -24.0% | +298.6% | +209.1% |
| 5Y | +349.3% | -75.6% | +424.9% | +424.9% |
| All | +349.3% | -74.8% | +424.1% | +424.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling