-63.8%
ZM vs QS
-43.2%
-20.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.0% | -6.8% | -5.0% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | -7.7% | -8.1% | +0.3% | -7.0% |
| 3M | -4.7% | -27.0% | +22.4% | -2.1% |
| 6M | +24.4% | -16.4% | +40.9% | +25.2% |
| YTD | +11.8% | -46.4% | +58.1% | +17.0% |
| 1Y | +13.4% | -41.1% | +54.4% | +15.4% |
| 3Y | +33.8% | -18.6% | +52.5% | +21.8% |
| 5Y | -67.2% | -73.0% | +5.9% | -68.6% |
| All | -63.8% | -43.2% | -20.5% | -55.9% |
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