+25.3%
ZS vs QS
-29.0%
+54.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -5.1% |
| 7D | -9.2% | +2.2% | -11.4% | -9.7% |
| 30D | -4.0% | -8.1% | +4.1% | -2.4% |
| 3M | +25.3% | -27.0% | +52.3% | +31.8% |
| All | +25.3% | -29.0% | +54.3% | +31.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling