+63.4%
ZM vs QID
-97.3%
+160.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.1% |
| 7D | +2.9% | -0.6% | +3.6% | +2.7% |
| 30D | +0.7% | 0.0% | +0.7% | +1.0% |
| 3M | -3.7% | +3.7% | -7.4% | -0.9% |
| 6M | +29.9% | -29.9% | +59.7% | +13.7% |
| YTD | +17.4% | -28.8% | +46.2% | +4.3% |
| 1Y | +22.4% | -37.2% | +59.6% | +3.7% |
| 3Y | +41.3% | -73.7% | +115.0% | -11.4% |
| 5Y | -66.0% | -80.7% | +14.7% | -77.9% |
| All | +63.4% | -97.3% | +160.7% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling