+192.6%
USFD vs Z
-55.4%
+248.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.3% |
| 7D | +3.0% | -4.6% | +7.5% | +3.9% |
| 30D | +11.1% | +8.3% | +2.7% | +9.3% |
| 3M | -0.3% | -11.6% | +11.3% | +1.4% |
| 6M | +15.9% | -33.6% | +49.5% | +23.8% |
| YTD | +41.6% | -56.7% | +98.3% | +63.3% |
| 1Y | +49.4% | -59.1% | +108.5% | +74.1% |
| 3Y | +157.8% | -20.4% | +178.2% | +143.1% |
| All | +192.6% | -55.4% | +248.0% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling