-36.7%
ZS vs QS
-28.5%
-8.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.6% |
| 7D | -7.8% | -2.3% | -5.5% | -7.6% |
| 30D | +5.0% | -0.7% | +5.8% | +5.1% |
| 3M | +25.5% | -39.6% | +65.2% | +30.2% |
| 6M | +8.7% | -21.7% | +30.4% | +8.6% |
| YTD | -24.5% | -47.4% | +22.9% | -21.2% |
| 1Y | -36.7% | -28.4% | -8.3% | -37.1% |
| All | -36.7% | -28.5% | -8.2% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling