+33.4%
ZS vs QS
-47.0%
+80.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.6% | +9.2% | +3.4% |
| 7D | -3.8% | -4.2% | +0.4% | -3.4% |
| 30D | -6.0% | -15.7% | +9.7% | -4.1% |
| 3M | +32.0% | -28.7% | +60.7% | +36.8% |
| 6M | +2.1% | -23.2% | +25.4% | +3.6% |
| YTD | -26.2% | -49.9% | +23.8% | -21.2% |
| 1Y | -41.2% | -38.8% | -2.4% | -39.9% |
| 3Y | +3.3% | -24.0% | +27.3% | -6.5% |
| 5Y | -40.7% | -75.6% | +34.9% | -42.7% |
| All | +33.4% | -47.0% | +80.4% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling