+246.3%
ZETA vs QS
-82.0%
+328.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.3% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | +15.6% | -8.1% | +23.6% | +17.8% |
| 3M | +41.5% | -27.0% | +68.5% | +51.1% |
| 6M | +63.4% | -16.4% | +79.9% | +66.7% |
| YTD | +51.3% | -46.4% | +97.7% | +70.5% |
| 1Y | +65.8% | -41.1% | +106.9% | +78.1% |
| 3Y | +279.2% | -18.6% | +297.8% | +207.6% |
| 5Y | +341.8% | -73.0% | +414.8% | +369.1% |
| All | +246.3% | -82.0% | +328.3% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling