-61.2%
ZTS vs QLD
+66.7%
-128.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.9% |
| 7D | -0.4% | -10.3% | +9.9% | +2.2% |
| 30D | +11.7% | -26.1% | +37.8% | +19.5% |
| 3M | +3.5% | -17.8% | +21.2% | +7.6% |
| 6M | -27.6% | -15.6% | -12.1% | -26.3% |
| YTD | -35.5% | +5.4% | -40.8% | -38.5% |
| 1Y | -32.1% | +5.2% | -37.3% | -35.4% |
| 3Y | -49.1% | +139.4% | -188.5% | -64.3% |
| All | -61.2% | +66.7% | -128.0% | -72.2% |
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