-39.2%
ZBRA vs RACE
+92.4%
-131.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | +2.6% | -1.0% | +3.6% | +3.2% |
| 30D | -6.4% | -1.5% | -4.8% | -5.7% |
| 3M | +51.3% | +15.5% | +35.8% | +39.2% |
| 6M | +60.5% | +17.3% | +43.2% | +45.3% |
| YTD | +45.2% | +11.1% | +34.1% | +35.2% |
| 1Y | +12.3% | -14.3% | +26.6% | +20.0% |
| 3Y | +37.5% | +40.2% | -2.7% | -6.6% |
| 5Y | -39.2% | +92.6% | -131.8% | -68.0% |
| All | -39.2% | +92.4% | -131.6% | -68.0% |
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