+174.6%
ZTS vs QLD
+4,963.6%
-4,789.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.0% | +0.6% | -2.5% | -2.2% |
| 30D | +1.9% | -0.1% | +2.0% | +1.7% |
| 3M | -4.0% | -8.4% | +4.4% | -2.9% |
| 6M | -39.1% | +32.2% | -71.3% | -45.9% |
| YTD | -38.8% | +28.9% | -67.7% | -45.3% |
| 1Y | -49.6% | +43.8% | -93.4% | -56.8% |
| 3Y | -59.0% | +176.6% | -235.6% | -73.8% |
| 5Y | -61.8% | +121.6% | -183.3% | -75.3% |
| 10Y | +61.4% | +1,652.9% | -1,591.5% | -58.6% |
| All | +174.6% | +4,963.6% | -4,789.0% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling