+199.5%
ZTS vs QLD
+3,936.7%
-3,737.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -12.7% | +4.8% | -3.9% |
| 7D | +4.9% | -18.6% | +23.5% | +11.7% |
| 30D | +15.9% | -28.3% | +44.2% | +28.1% |
| 3M | +11.1% | -20.4% | +31.5% | +18.3% |
| 6M | -26.0% | -14.3% | -11.8% | -24.6% |
| YTD | -33.3% | +2.8% | -36.0% | -36.4% |
| 1Y | -30.3% | -1.2% | -29.1% | -32.9% |
| 3Y | -47.0% | +135.3% | -182.4% | -64.7% |
| 5Y | -59.7% | +62.6% | -122.3% | -71.3% |
| 10Y | +80.3% | +1,384.3% | -1,303.9% | -51.9% |
| All | +199.5% | +3,936.7% | -3,737.3% | -43.8% |
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