+212.6%
USFD vs ZBRA
-39.1%
+251.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | -5.3% | -6.4% | +1.0% | -3.7% |
| 3M | +18.8% | +51.3% | -32.5% | +4.1% |
| 6M | +14.3% | +60.5% | -46.2% | -2.5% |
| YTD | +36.9% | +45.2% | -8.3% | +20.0% |
| 1Y | +31.7% | +12.3% | +19.4% | +24.1% |
| 3Y | +164.5% | +37.5% | +127.0% | +122.9% |
| All | +212.6% | -39.1% | +251.6% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling