-17.4%
ZBH vs RACE
+65.0%
-82.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +11.7% | +5.1% | +6.6% | +10.5% |
| 30D | +19.3% | +7.7% | +11.6% | +17.3% |
| 3M | +8.9% | +2.2% | +6.8% | +8.3% |
| 6M | +28.2% | +23.8% | +4.4% | +21.2% |
| YTD | +18.4% | +13.9% | +4.5% | +13.8% |
| 1Y | +20.6% | +3.8% | +16.8% | +18.5% |
| 3Y | -0.6% | +28.0% | -28.7% | -13.5% |
| All | -17.4% | +65.0% | -82.4% | -38.9% |
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