+42.9%
USFD vs ZYBT
-57.8%
+100.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -8.0% | -2.5% | -5.5% | -8.0% |
| 30D | -13.1% | -1.2% | -11.8% | -13.1% |
| 3M | +6.5% | +76.7% | -70.1% | +8.7% |
| 6M | +5.7% | +103.6% | -97.9% | +7.3% |
| YTD | +27.5% | +38.3% | -10.7% | +30.1% |
| 1Y | +23.4% | -84.7% | +108.2% | +30.1% |
| All | +42.9% | -57.8% | +100.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling