+414.5%
ZS vs RACE
+256.1%
+158.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.4% |
| 7D | -7.8% | -2.5% | -5.3% | -6.4% |
| 30D | +5.0% | +0.8% | +4.3% | +4.6% |
| 3M | +25.5% | +17.2% | +8.4% | +14.0% |
| 6M | +8.7% | +13.6% | -4.9% | -0.9% |
| YTD | -24.5% | +12.2% | -36.7% | -31.3% |
| 1Y | -36.7% | -16.3% | -20.4% | -32.2% |
| 3Y | +7.2% | +36.4% | -29.2% | -23.3% |
| 5Y | -40.9% | +95.0% | -135.9% | -66.7% |
| All | +414.5% | +256.1% | +158.4% | +88.2% |
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