+390.7%
ZS vs QID
-97.9%
+488.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.5% |
| 7D | -9.2% | -2.7% | -6.5% | -10.7% |
| 30D | -4.0% | +1.8% | -5.8% | -2.5% |
| 3M | +25.3% | -2.2% | +27.5% | +25.5% |
| 6M | -1.3% | -32.1% | +30.8% | -20.5% |
| YTD | -28.0% | -28.6% | +0.6% | -39.6% |
| 1Y | -42.5% | -36.3% | -6.2% | -54.5% |
| 3Y | +0.7% | -74.4% | +75.1% | -47.2% |
| 5Y | -42.3% | -80.8% | +38.5% | -65.2% |
| All | +390.7% | -97.9% | +488.7% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling