-46.0%
ZBRA vs RACE
+65.0%
-111.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | -10.9% | +5.1% | -15.9% | -13.4% |
| 30D | -16.6% | +7.7% | -24.3% | -20.1% |
| 3M | -11.6% | +2.2% | -13.8% | -13.1% |
| 6M | +40.2% | +23.8% | +16.4% | +23.3% |
| YTD | +32.6% | +13.9% | +18.7% | +21.5% |
| 1Y | +24.7% | +3.8% | +20.9% | +20.2% |
| 3Y | +56.3% | +28.0% | +28.3% | +15.9% |
| All | -46.0% | +65.0% | -111.1% | -68.7% |
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