+367.0%
USFD vs Z
-14.8%
+381.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -0.2% | -13.1% | +12.9% | +2.9% |
| 30D | +12.3% | +5.9% | +6.5% | +10.7% |
| 3M | -0.7% | -13.7% | +13.0% | +1.7% |
| 6M | +31.3% | -27.1% | +58.4% | +38.7% |
| YTD | +45.7% | -56.8% | +102.5% | +71.3% |
| 1Y | +52.1% | -60.2% | +112.4% | +81.9% |
| 3Y | +158.2% | -19.7% | +177.9% | +146.3% |
| 5Y | +213.8% | -53.7% | +267.4% | +224.5% |
| 10Y | +367.0% | -16.9% | +383.9% | +243.0% |
| All | +367.0% | -14.8% | +381.8% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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