-1.6%
ZBH vs USFD
+353.0%
-354.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +10.6% | +8.4% | +2.2% | +7.9% |
| 30D | +20.4% | +12.7% | +7.6% | +16.0% |
| 3M | +10.0% | +1.1% | +8.9% | +9.5% |
| 6M | +31.0% | +30.2% | +0.9% | +19.9% |
| YTD | +20.3% | +45.8% | -25.5% | +5.0% |
| 1Y | +22.2% | +51.9% | -29.7% | +5.1% |
| 3Y | +4.7% | +158.5% | -153.7% | -26.4% |
| 5Y | -13.7% | +208.0% | -221.7% | -44.4% |
| 10Y | +19.3% | +376.6% | -357.3% | -43.1% |
| All | -1.6% | +353.0% | -354.5% | -52.6% |
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