+503.2%
ZS vs RACE
+263.9%
+239.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -11.1% | +3.9% | -15.0% | -12.9% |
| 30D | -14.8% | +7.4% | -22.3% | -18.4% |
| 3M | +18.0% | +1.6% | +16.4% | +16.5% |
| 6M | +30.8% | +23.3% | +7.5% | +14.2% |
| YTD | -11.5% | +14.7% | -26.2% | -20.8% |
| 1Y | -37.8% | +2.5% | -40.3% | -40.4% |
| 3Y | +16.6% | +28.0% | -11.4% | -12.4% |
| 5Y | -43.6% | +69.8% | -113.4% | -65.9% |
| All | +503.2% | +263.9% | +239.3% | +117.0% |
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