-61.4%
ZTS vs RACE
+93.6%
-155.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -2.0% | -2.5% | +0.5% | -1.2% |
| 30D | +1.9% | +0.8% | +1.1% | +1.6% |
| 3M | -4.0% | +17.2% | -21.2% | -9.1% |
| 6M | -39.1% | +13.6% | -52.7% | -42.0% |
| YTD | -38.8% | +12.2% | -51.0% | -41.6% |
| 1Y | -49.6% | -16.3% | -33.3% | -47.4% |
| 3Y | -59.0% | +36.4% | -95.4% | -67.1% |
| All | -61.4% | +93.6% | -155.0% | -75.4% |
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