-49.8%
Z vs RACE
+75.5%
-125.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.2% | +6.9% |
| 7D | +10.2% | +9.9% | +0.3% | +4.3% |
| 30D | +23.7% | +12.8% | +10.9% | +15.5% |
| 3M | -6.6% | +7.4% | -13.9% | -10.3% |
| 6M | -23.0% | +27.6% | -50.6% | -33.4% |
| YTD | -50.3% | +18.4% | -68.7% | -55.8% |
| 1Y | -53.6% | +9.5% | -63.1% | -56.7% |
| 3Y | -10.1% | +33.9% | -44.0% | -38.5% |
| 5Y | -49.8% | +74.9% | -124.6% | -78.1% |
| All | -49.8% | +75.5% | -125.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling