+31.3%
ZS vs QS
-47.4%
+78.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.1% | -5.0% | -3.1% | -7.5% |
| 30D | -8.4% | -18.3% | +9.9% | -6.2% |
| 3M | +31.1% | -26.0% | +57.1% | +35.3% |
| 6M | +4.4% | -24.0% | +28.4% | +6.0% |
| YTD | -27.3% | -50.3% | +23.0% | -22.4% |
| 1Y | -41.4% | -38.0% | -3.4% | -40.2% |
| 3Y | +1.7% | -24.6% | +26.3% | -7.9% |
| 5Y | -39.6% | -75.4% | +35.8% | -41.6% |
| All | +31.3% | -47.4% | +78.7% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling