+166.5%
ZTS vs QID
-99.8%
+266.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -2.9% |
| 7D | -4.8% | -2.7% | -2.0% | -5.6% |
| 30D | +1.2% | +1.8% | -0.6% | +1.8% |
| 3M | -6.0% | -2.2% | -3.9% | -6.4% |
| 6M | -38.7% | -32.1% | -6.6% | -45.7% |
| YTD | -40.6% | -28.6% | -12.0% | -46.3% |
| 1Y | -50.6% | -36.3% | -14.3% | -56.7% |
| 3Y | -58.7% | -74.4% | +15.7% | -72.2% |
| 5Y | -62.8% | -80.8% | +17.9% | -74.2% |
| 10Y | +56.2% | -99.1% | +155.3% | -57.6% |
| All | +166.5% | -99.8% | +266.3% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling