-44.3%
ZS vs RACE
+64.4%
-108.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.2% |
| 7D | -2.6% | -1.2% | -1.4% | -2.0% |
| 30D | -12.8% | +6.1% | -19.0% | -16.1% |
| 3M | +2.3% | -0.3% | +2.6% | +2.0% |
| 6M | +26.3% | +23.4% | +2.8% | +9.0% |
| YTD | -14.4% | +12.5% | -27.0% | -23.1% |
| 1Y | -37.6% | -0.5% | -37.2% | -39.0% |
| 3Y | +8.0% | +23.6% | -15.6% | -27.5% |
| All | -44.3% | +64.4% | -108.7% | -75.8% |
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