+166.3%
USFD vs ZBRA
+57.4%
+108.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +3.9% | -9.5% | +13.4% | +5.9% |
| 30D | +12.8% | -15.6% | +28.5% | +16.4% |
| 3M | +1.0% | -13.2% | +14.2% | +3.6% |
| 6M | +30.3% | +44.5% | -14.3% | +18.3% |
| YTD | +46.0% | +34.5% | +11.4% | +34.5% |
| 1Y | +49.6% | +25.9% | +23.7% | +39.9% |
| 3Y | +166.3% | +61.3% | +104.9% | +137.6% |
| All | +166.3% | +57.4% | +108.9% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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