+499.0%
ZS vs RACE
+261.5%
+237.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.2% |
| 7D | -16.9% | +5.1% | -22.0% | -19.2% |
| 30D | -7.4% | +7.7% | -15.1% | -11.4% |
| 3M | +21.6% | +2.2% | +19.4% | +19.6% |
| 6M | +42.4% | +23.8% | +18.6% | +24.0% |
| YTD | -12.1% | +13.9% | -26.0% | -21.0% |
| 1Y | -37.8% | +3.8% | -41.6% | -40.9% |
| 3Y | +20.9% | +28.0% | -7.1% | -9.3% |
| 5Y | -41.6% | +64.9% | -106.5% | -64.2% |
| All | +499.0% | +261.5% | +237.5% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling