+50.4%
USFD vs Z
-58.2%
+108.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.6% |
| 30D | +10.2% | +5.2% | +5.0% | +10.6% |
| 3M | -1.5% | -17.0% | +15.5% | -1.6% |
| 6M | +27.3% | -22.7% | +50.0% | +27.0% |
| YTD | +44.0% | -56.3% | +100.3% | +44.3% |
| 1Y | +50.4% | -57.7% | +108.0% | +50.7% |
| All | +50.4% | -58.2% | +108.6% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling