-100.0%
ZCMD vs RACE
+158.9%
-258.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.0% |
| 7D | -2.9% | -4.0% | +1.1% | -2.0% |
| 30D | -28.5% | +3.5% | -32.0% | -29.1% |
| 3M | -56.5% | -0.4% | -56.1% | -56.6% |
| 6M | -99.7% | +23.2% | -122.8% | -99.7% |
| YTD | -99.9% | +11.0% | -110.8% | -99.9% |
| 1Y | -99.9% | -2.2% | -97.7% | -99.9% |
| 3Y | -100.0% | +22.5% | -122.5% | -100.0% |
| 5Y | -100.0% | +63.2% | -163.2% | -100.0% |
| All | -100.0% | +158.9% | -258.9% | -100.0% |
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 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