-59.5%
ZTS vs QLD
+81.6%
-141.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -0.6% | -3.8% | +3.2% | +0.3% |
| 30D | +11.0% | -20.5% | +31.5% | +16.7% |
| 3M | +10.9% | -14.6% | +25.6% | +14.4% |
| 6M | +0.9% | -14.7% | +15.6% | +2.7% |
| YTD | -33.0% | +11.2% | -44.2% | -37.0% |
| 1Y | -29.6% | +7.1% | -36.7% | -33.2% |
| 3Y | -49.0% | +141.1% | -190.1% | -64.2% |
| 5Y | -59.5% | +84.3% | -143.8% | -71.7% |
| All | -59.5% | +81.6% | -141.1% | -71.7% |
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