-0.3%
ZS vs QS
-24.6%
+24.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -3.1% | -3.6% | +0.6% | -2.8% |
| 30D | -7.2% | -17.2% | +10.0% | -5.6% |
| 3M | +30.5% | -27.0% | +57.4% | +33.8% |
| 6M | +7.0% | -24.6% | +31.5% | +8.2% |
| YTD | -26.8% | -49.3% | +22.5% | -23.2% |
| 1Y | -42.6% | -40.3% | -2.3% | -41.5% |
| 3Y | -0.3% | -23.8% | +23.5% | -7.1% |
| All | -0.3% | -24.6% | +24.3% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling