+45.0%
USFD vs ZYBT
-58.4%
+103.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.5% |
| 7D | -7.0% | -3.7% | -3.3% | -7.0% |
| 30D | -10.3% | -12.8% | +2.5% | -10.3% |
| 3M | +9.2% | +76.2% | -67.0% | +11.4% |
| 6M | +7.4% | +109.3% | -101.9% | +8.9% |
| YTD | +29.4% | +36.5% | -7.1% | +32.0% |
| 1Y | +24.8% | -84.0% | +108.9% | +31.5% |
| All | +45.0% | -58.4% | +103.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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