-65.4%
ZM vs RACE
+65.0%
-130.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.9% |
| 7D | -5.9% | +5.1% | -11.0% | -8.3% |
| 30D | -5.2% | +7.7% | -12.9% | -8.7% |
| 3M | -11.3% | +2.2% | -13.4% | -12.4% |
| 6M | -14.5% | +23.8% | -38.3% | -23.7% |
| YTD | +4.2% | +13.9% | -9.7% | -4.3% |
| 1Y | +9.3% | +3.8% | +5.5% | +5.6% |
| 3Y | +45.4% | +28.0% | +17.4% | +2.4% |
| All | -65.4% | +65.0% | -130.4% | -83.1% |
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