-15.5%
ZBH vs USFD
+306.5%
-322.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +2.2% |
| 7D | -4.9% | -7.0% | +2.1% | -2.7% |
| 30D | -3.2% | -10.3% | +7.0% | +0.1% |
| 3M | +5.8% | +9.2% | -3.4% | +2.6% |
| 6M | +2.0% | +7.4% | -5.4% | -0.9% |
| YTD | +5.8% | +29.4% | -23.6% | -4.1% |
| 1Y | -7.9% | +24.8% | -32.8% | -15.7% |
| 3Y | -19.4% | +150.0% | -169.4% | -43.0% |
| 5Y | -29.5% | +195.5% | -225.0% | -54.2% |
| 10Y | -15.5% | +315.7% | -331.3% | -58.7% |
| All | -15.5% | +306.5% | -322.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling