+213.8%
USFD vs Z
-54.5%
+268.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -0.2% | -13.1% | +12.9% | +2.4% |
| 30D | +12.3% | +5.9% | +6.5% | +11.0% |
| 3M | -0.7% | -13.7% | +13.0% | +1.4% |
| 6M | +31.3% | -27.1% | +58.4% | +37.6% |
| YTD | +45.7% | -56.8% | +102.5% | +68.1% |
| 1Y | +52.1% | -60.2% | +112.4% | +78.3% |
| 3Y | +158.2% | -19.7% | +177.9% | +142.9% |
| 5Y | +213.8% | -53.7% | +267.4% | +213.6% |
| All | +213.8% | -54.5% | +268.2% | +213.6% |
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