-58.8%
ZTS vs QS
-20.1%
-38.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.0% |
| 7D | -4.8% | +2.2% | -7.0% | -4.8% |
| 30D | +1.2% | -8.1% | +9.3% | +1.4% |
| 3M | -6.0% | -27.0% | +21.0% | -5.3% |
| 6M | -38.7% | -16.4% | -22.3% | -38.6% |
| YTD | -40.6% | -46.4% | +5.7% | -39.8% |
| 1Y | -50.6% | -41.1% | -9.5% | -50.4% |
| All | -58.8% | -20.1% | -38.7% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling