+77.0%
ZTS vs QLD
+1,470.2%
-1,393.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +1.6% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | +10.8% | -19.6% | +30.4% | +17.7% |
| 3M | +14.1% | -14.1% | +28.2% | +18.4% |
| 6M | +0.8% | -13.6% | +14.4% | +2.7% |
| YTD | -33.1% | +12.5% | -45.6% | -38.0% |
| 1Y | -30.0% | +13.1% | -43.1% | -35.4% |
| 3Y | -49.5% | +154.7% | -204.2% | -66.8% |
| 5Y | -60.2% | +81.1% | -141.3% | -72.4% |
| 10Y | +77.0% | +1,418.0% | -1,340.9% | -48.6% |
| All | +77.0% | +1,470.2% | -1,393.2% | -48.6% |
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