+19.4%
ZBH vs RACE
+717.8%
-698.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.9% |
| 7D | -2.1% | -4.0% | +1.9% | -0.9% |
| 30D | +13.6% | +3.5% | +10.0% | +12.6% |
| 3M | +7.1% | -0.4% | +7.5% | +7.2% |
| 6M | +26.1% | +23.2% | +2.9% | +17.8% |
| YTD | +17.2% | +11.0% | +6.2% | +12.5% |
| 1Y | +17.4% | -2.2% | +19.6% | +17.1% |
| 3Y | +2.0% | +22.5% | -20.5% | -9.9% |
| 5Y | -15.0% | +63.2% | -78.1% | -34.1% |
| All | +19.4% | +717.8% | -698.4% | -41.2% |
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 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