+17.9%
ZBH vs USFD
+359.9%
-342.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.3% | +1.7% | -3.9% | -2.8% |
| 30D | +12.5% | +10.2% | +2.3% | +9.2% |
| 3M | +3.9% | -1.5% | +5.4% | +4.4% |
| 6M | +25.4% | +27.3% | -1.9% | +15.6% |
| YTD | +15.7% | +44.0% | -28.3% | +1.4% |
| 1Y | +15.2% | +50.4% | -35.2% | -0.6% |
| 3Y | +0.3% | +153.6% | -153.2% | -29.0% |
| 5Y | -16.1% | +219.0% | -235.0% | -46.6% |
| All | +17.9% | +359.9% | -342.0% | -41.3% |
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