-13.8%
RACE vs ZYBT
-78.7%
+64.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -2.2% | -2.5% | +0.2% | -2.2% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +17.9% | +76.7% | -58.8% | +19.8% |
| 6M | +19.3% | +103.6% | -84.3% | +19.8% |
| YTD | +11.9% | +38.3% | -26.4% | +13.5% |
| All | -13.8% | -78.7% | +64.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling