+328.9%
USFD vs Z
+6.5%
+322.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.6% | +7.8% | -0.4% |
| 7D | +3.9% | -2.3% | +6.2% | +4.4% |
| 30D | +10.7% | +9.4% | +1.3% | +8.3% |
| 3M | +6.3% | -16.1% | +22.4% | +9.4% |
| 6M | +16.2% | -30.4% | +46.7% | +24.1% |
| YTD | +41.9% | -55.6% | +97.5% | +65.5% |
| 1Y | +44.2% | -58.5% | +102.7% | +70.6% |
| 3Y | +159.8% | -19.6% | +179.4% | +148.3% |
| 5Y | +177.1% | -54.1% | +231.2% | +187.5% |
| 10Y | +376.2% | -12.1% | +388.2% | +249.7% |
| All | +328.9% | +6.5% | +322.5% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling