+317.7%
USFD vs ZBRA
+600.5%
-282.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.8% |
| 7D | -3.0% | +1.8% | -4.8% | -3.6% |
| 30D | +3.5% | -1.7% | +5.2% | +4.0% |
| 3M | +26.6% | +47.8% | -21.2% | +9.4% |
| 6M | +11.7% | +56.7% | -45.0% | -6.1% |
| YTD | +38.1% | +49.4% | -11.3% | +17.4% |
| 1Y | +33.4% | +16.5% | +16.8% | +22.4% |
| 3Y | +155.8% | +31.5% | +124.4% | +114.7% |
| 5Y | +214.0% | -38.6% | +252.6% | +233.8% |
| 10Y | +320.4% | +421.0% | -100.6% | +166.1% |
| All | +317.7% | +600.5% | -282.9% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling