+341.0%
USFD vs ZBRA
+520.7%
-179.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +8.4% | -2.5% | +10.8% | +9.3% |
| 30D | +12.7% | -17.0% | +29.7% | +19.3% |
| 3M | +1.1% | -15.0% | +16.1% | +6.1% |
| 6M | +30.2% | +42.2% | -12.0% | +12.7% |
| YTD | +45.8% | +32.4% | +13.5% | +28.5% |
| 1Y | +51.9% | +23.3% | +28.6% | +36.9% |
| 3Y | +158.5% | +55.9% | +102.6% | +102.6% |
| 5Y | +208.0% | -44.8% | +252.8% | +238.4% |
| 10Y | +376.6% | +371.4% | +5.2% | +212.6% |
| All | +341.0% | +520.7% | -179.7% | +191.5% |
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