-62.5%
ZM vs QS
-62.6%
+0.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +2.7% |
| 7D | +11.0% | -14.0% | +25.1% | +12.6% |
| 30D | +5.6% | -6.4% | +12.0% | +6.1% |
| 3M | -9.1% | -40.3% | +31.1% | -4.6% |
| 6M | -2.6% | -57.5% | +54.9% | +5.0% |
| YTD | +15.7% | -64.7% | +80.3% | +25.9% |
| 1Y | +18.8% | -72.9% | +91.6% | +32.7% |
| 3Y | +62.2% | -33.5% | +95.6% | +49.9% |
| 5Y | -60.9% | -90.5% | +29.7% | -60.9% |
| All | -62.5% | -62.6% | +0.1% | -52.6% |
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