+281.7%
ZETA vs USFD
+159.2%
+122.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | -0.4% | +3.0% | -3.4% | -1.9% |
| 30D | -8.0% | +11.1% | -19.1% | -12.6% |
| 3M | +21.4% | -0.3% | +21.7% | +21.3% |
| 6M | +80.1% | +15.9% | +64.2% | +65.4% |
| YTD | +52.5% | +41.6% | +10.9% | +14.3% |
| 1Y | +58.5% | +49.4% | +9.1% | +12.4% |
| 3Y | +281.7% | +157.8% | +123.8% | +115.8% |
| All | +281.7% | +159.2% | +122.5% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling