-16.1%
Z vs RACE
+740.1%
-756.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.6% |
| 7D | -4.6% | +5.1% | -9.6% | -7.0% |
| 30D | +8.3% | +7.7% | +0.6% | +4.2% |
| 3M | -11.6% | +2.2% | -13.8% | -12.4% |
| 6M | -33.6% | +23.8% | -57.4% | -41.3% |
| YTD | -56.7% | +13.9% | -70.6% | -60.5% |
| 1Y | -59.1% | +3.8% | -62.9% | -60.7% |
| 3Y | -20.4% | +28.0% | -48.4% | -38.1% |
| 5Y | -55.3% | +64.9% | -120.2% | -71.3% |
| All | -16.1% | +740.1% | -756.1% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling