+398.6%
ZS vs QID
-97.9%
+496.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | -0.4% |
| 7D | -3.1% | +1.3% | -4.4% | -2.3% |
| 30D | -7.2% | +2.9% | -10.2% | -5.1% |
| 3M | +30.5% | -0.7% | +31.2% | +31.6% |
| 6M | +7.0% | -29.7% | +36.7% | -11.9% |
| YTD | -26.8% | -27.9% | +1.0% | -38.2% |
| 1Y | -42.6% | -34.6% | -8.0% | -53.8% |
| 3Y | -0.3% | -73.5% | +73.2% | -46.6% |
| 5Y | -39.2% | -81.0% | +41.8% | -63.5% |
| All | +398.6% | -97.9% | +496.5% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling