+55.5%
ZTS vs QID
-99.1%
+154.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | +0.1% |
| 7D | -4.5% | +2.7% | -7.2% | -3.7% |
| 30D | -3.3% | +3.3% | -6.6% | -2.3% |
| 3M | -9.7% | -5.5% | -4.2% | -11.1% |
| 6M | -38.8% | -28.4% | -10.4% | -44.7% |
| YTD | -41.2% | -26.6% | -14.6% | -46.2% |
| 1Y | -50.3% | -34.1% | -16.2% | -55.8% |
| 3Y | -59.1% | -73.7% | +14.5% | -71.9% |
| 5Y | -62.8% | -80.7% | +17.9% | -73.9% |
| All | +55.5% | -99.1% | +154.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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