-64.8%
Z vs RACE
+93.6%
-158.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -3.0% | -2.5% | -0.5% | -1.6% |
| 30D | -4.2% | +0.8% | -5.0% | -4.6% |
| 3M | -3.7% | +17.2% | -20.9% | -11.8% |
| 6M | -24.5% | +13.6% | -38.1% | -30.0% |
| YTD | -49.3% | +12.2% | -61.5% | -53.3% |
| 1Y | -58.7% | -16.3% | -42.4% | -55.2% |
| 3Y | -34.1% | +36.4% | -70.6% | -55.6% |
| All | -64.8% | +93.6% | -158.4% | -85.0% |
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