+33.0%
ZM vs QID
-73.3%
+106.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | 0.0% |
| 7D | -2.7% | +2.7% | -5.5% | -1.9% |
| 30D | -10.0% | +3.3% | -13.3% | -8.9% |
| 3M | +1.6% | -5.5% | +7.1% | +0.5% |
| 6M | +25.0% | -28.4% | +53.4% | +14.0% |
| YTD | +10.6% | -26.6% | +37.2% | +2.4% |
| 1Y | +14.0% | -34.1% | +48.1% | +2.5% |
| All | +33.0% | -73.3% | +106.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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