-40.0%
ZS vs RACE
+93.6%
-133.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.3% |
| 7D | -7.8% | -2.5% | -5.3% | -6.3% |
| 30D | +5.0% | +0.8% | +4.3% | +4.6% |
| 3M | +25.5% | +17.2% | +8.4% | +13.2% |
| 6M | +8.7% | +13.6% | -4.9% | -1.5% |
| YTD | -24.5% | +12.2% | -36.7% | -31.8% |
| 1Y | -36.7% | -16.3% | -20.4% | -31.1% |
| 3Y | +7.2% | +36.4% | -29.2% | -35.5% |
| All | -40.0% | +93.6% | -133.5% | -75.3% |
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