+54.8%
USFD vs ZYBT
-57.3%
+112.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.4% |
| 7D | -3.0% | -6.9% | +3.9% | -3.0% |
| 30D | +3.5% | -31.8% | +35.3% | +3.5% |
| 3M | +26.6% | +94.0% | -67.4% | +29.0% |
| 6M | +11.7% | +99.0% | -87.3% | +13.4% |
| YTD | +38.1% | +40.0% | -1.9% | +41.0% |
| 1Y | +33.4% | -79.5% | +112.9% | +39.8% |
| All | +54.8% | -57.3% | +112.1% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling