-10.3%
ZBH vs USFD
+329.0%
-339.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.8% | -3.0% | +0.2% | -1.9% |
| 30D | -0.1% | +3.5% | -3.6% | -1.4% |
| 3M | +13.4% | +26.6% | -13.1% | +4.9% |
| 6M | +3.0% | +11.7% | -8.7% | -1.1% |
| YTD | +9.7% | +38.1% | -28.5% | -2.6% |
| 1Y | -5.4% | +33.4% | -38.8% | -15.2% |
| 3Y | -15.6% | +155.8% | -171.4% | -40.6% |
| 5Y | -28.1% | +214.0% | -242.2% | -54.1% |
| 10Y | -15.2% | +320.4% | -335.6% | -58.1% |
| All | -10.3% | +329.0% | -339.3% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling