-58.7%
ZTS vs QLD
+80.9%
-139.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.6% |
| 7D | +5.6% | +7.0% | -1.4% | +3.8% |
| 30D | +12.1% | -14.3% | +26.4% | +15.7% |
| 3M | +11.3% | -16.0% | +27.3% | +15.2% |
| 6M | +14.3% | -14.2% | +28.5% | +16.2% |
| YTD | -31.9% | +12.8% | -44.6% | -36.2% |
| 1Y | -29.3% | +14.1% | -43.3% | -34.0% |
| 3Y | -48.0% | +146.0% | -194.0% | -63.7% |
| All | -58.7% | +80.9% | -139.7% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling