-43.0%
ZTS vs QS
-62.6%
+19.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.2% |
| 7D | +5.6% | -14.0% | +19.6% | +6.1% |
| 30D | +12.1% | -6.4% | +18.4% | +12.3% |
| 3M | +11.3% | -40.3% | +51.5% | +13.1% |
| 6M | +14.3% | -57.5% | +71.8% | +17.3% |
| YTD | -31.9% | -64.7% | +32.8% | -29.8% |
| 1Y | -29.3% | -72.9% | +43.6% | -26.5% |
| 3Y | -48.0% | -33.5% | -14.6% | -49.6% |
| 5Y | -58.9% | -90.5% | +31.6% | -59.6% |
| All | -43.0% | -62.6% | +19.7% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling