+162.8%
USFD vs Z
-33.7%
+196.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.2% |
| 7D | -3.0% | -3.0% | 0.0% | -2.8% |
| 30D | +3.5% | -4.2% | +7.7% | +3.8% |
| 3M | +26.6% | -3.7% | +30.3% | +26.6% |
| 6M | +11.7% | -24.5% | +36.2% | +14.5% |
| YTD | +38.1% | -49.3% | +87.4% | +48.0% |
| 1Y | +33.4% | -58.7% | +92.1% | +46.6% |
| All | +162.8% | -33.7% | +196.5% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling