-38.6%
ZS vs QID
-80.6%
+42.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.9% |
| 7D | -3.8% | -1.9% | -1.9% | -5.1% |
| 30D | -6.0% | +1.7% | -7.7% | -4.4% |
| 3M | +32.0% | -3.9% | +35.9% | +30.3% |
| 6M | +2.1% | -30.0% | +32.1% | -18.8% |
| YTD | -26.2% | -28.2% | +2.1% | -39.6% |
| 1Y | -41.2% | -35.6% | -5.5% | -55.0% |
| 3Y | +3.3% | -74.3% | +77.6% | -53.7% |
| All | -38.6% | -80.6% | +42.0% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling