+74.2%
ZTS vs QLD
+1,375.1%
-1,300.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.1% |
| 7D | -0.4% | -10.3% | +9.9% | +2.9% |
| 30D | +11.7% | -26.1% | +37.8% | +21.8% |
| 3M | +3.5% | -17.8% | +21.2% | +8.8% |
| 6M | -27.6% | -15.6% | -12.1% | -25.9% |
| YTD | -35.5% | +5.4% | -40.8% | -38.9% |
| 1Y | -32.1% | +5.2% | -37.3% | -35.9% |
| 3Y | -49.1% | +139.4% | -188.5% | -65.9% |
| 5Y | -61.0% | +66.7% | -127.7% | -72.2% |
| All | +74.2% | +1,375.1% | -1,300.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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