-61.2%
ZTS vs RACE
+65.0%
-126.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.8% |
| 7D | -0.4% | +5.1% | -5.5% | -1.8% |
| 30D | +11.7% | +7.7% | +4.0% | +9.3% |
| 3M | +3.5% | +2.2% | +1.3% | +2.7% |
| 6M | -27.6% | +23.8% | -51.4% | -32.8% |
| YTD | -35.5% | +13.9% | -49.4% | -38.7% |
| 1Y | -32.1% | +3.8% | -35.9% | -33.6% |
| 3Y | -49.1% | +28.0% | -77.1% | -57.8% |
| All | -61.2% | +65.0% | -126.3% | -74.1% |
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