+165.1%
USFD vs ZBRA
+35.0%
+130.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | +3.5% | -1.7% | +5.2% | +3.8% |
| 3M | +26.6% | +47.8% | -21.2% | +15.5% |
| 6M | +11.7% | +56.7% | -45.0% | 0.0% |
| YTD | +38.1% | +49.4% | -11.3% | +24.9% |
| 1Y | +33.4% | +16.5% | +16.8% | +27.1% |
| All | +165.1% | +35.0% | +130.1% | +140.9% |
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