+33.1%
ZM vs QS
-24.6%
+57.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -5.7% | -3.6% | -2.0% | -5.5% |
| 30D | -9.1% | -17.2% | +8.1% | -8.0% |
| 3M | +3.5% | -27.0% | +30.5% | +5.3% |
| 6M | +25.7% | -24.6% | +50.2% | +27.0% |
| YTD | +10.8% | -49.3% | +60.1% | +14.6% |
| 1Y | +12.8% | -40.3% | +53.1% | +13.9% |
| 3Y | +33.1% | -23.8% | +57.0% | +21.4% |
| All | +33.1% | -24.6% | +57.7% | +21.4% |
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