+371.2%
USFD vs Z
-11.7%
+382.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.2% |
| 7D | +3.9% | -5.2% | +9.1% | +5.1% |
| 30D | +12.8% | +5.7% | +7.1% | +11.2% |
| 3M | +1.0% | -8.7% | +9.7% | +2.2% |
| 6M | +30.3% | -26.0% | +56.2% | +37.2% |
| YTD | +46.0% | -55.0% | +101.0% | +70.1% |
| 1Y | +49.6% | -58.0% | +107.6% | +76.8% |
| 3Y | +166.3% | -15.2% | +181.4% | +150.8% |
| 5Y | +208.4% | -53.8% | +262.2% | +219.7% |
| 10Y | +371.2% | -14.5% | +385.8% | +241.5% |
| All | +371.2% | -11.7% | +382.9% | +241.5% |
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