-67.5%
ZM vs RACE
+87.3%
-154.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +0.3% | -2.6% | +3.0% | +1.6% |
| 30D | -10.3% | -1.1% | -9.2% | -9.8% |
| 3M | -0.7% | +12.5% | -13.2% | -6.7% |
| 6M | +24.8% | +17.4% | +7.4% | +13.9% |
| YTD | +11.5% | +10.1% | +1.3% | +4.5% |
| 1Y | +12.3% | -15.1% | +27.5% | +19.2% |
| 3Y | +33.5% | +38.9% | -5.4% | -13.6% |
| 5Y | -67.5% | +90.7% | -158.2% | -83.8% |
| All | -67.5% | +87.3% | -154.8% | -83.8% |
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