+249.0%
ZETA vs USFD
+172.2%
+76.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | -0.4% | +3.0% | -3.4% | -2.4% |
| 30D | -8.0% | +11.1% | -19.1% | -14.2% |
| 3M | +21.4% | -0.3% | +21.7% | +20.8% |
| 6M | +80.1% | +15.9% | +64.2% | +60.2% |
| YTD | +52.5% | +41.6% | +10.9% | +12.5% |
| 1Y | +58.5% | +49.4% | +9.1% | +11.7% |
| 3Y | +281.7% | +157.8% | +123.8% | +85.7% |
| 5Y | +237.3% | +176.6% | +60.6% | +46.3% |
| All | +249.0% | +172.2% | +76.9% | +50.0% |
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 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