-2.3%
RACE vs ZYBT
-57.3%
+55.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -2.5% | -6.9% | +4.4% | -2.5% |
| 30D | +0.8% | -31.8% | +32.6% | +0.8% |
| 3M | +17.2% | +94.0% | -76.8% | +18.0% |
| 6M | +13.6% | +99.0% | -85.4% | +13.7% |
| YTD | +12.2% | +40.0% | -27.8% | +13.0% |
| 1Y | -16.3% | -79.5% | +63.3% | -13.1% |
| All | -2.3% | -57.3% | +55.0% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling