-15.5%
ZBH vs RACE
+783.2%
-798.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -4.9% | -2.6% | -2.3% | -4.1% |
| 30D | -3.2% | -1.1% | -2.2% | -3.0% |
| 3M | +5.8% | +12.5% | -6.7% | +1.8% |
| 6M | +2.0% | +17.4% | -15.5% | -3.5% |
| YTD | +5.8% | +10.1% | -4.3% | +1.7% |
| 1Y | -7.9% | -15.1% | +7.2% | -4.7% |
| 3Y | -19.4% | +38.9% | -58.3% | -32.2% |
| 5Y | -29.5% | +90.7% | -120.2% | -48.4% |
| 10Y | -15.5% | +801.8% | -817.4% | -62.6% |
| All | -15.5% | +783.2% | -798.7% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling