+347.2%
ZETA vs USFD
+215.8%
+131.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | +2.7% | -3.0% | +5.7% | +4.6% |
| 30D | +15.8% | +3.5% | +12.3% | +12.8% |
| 3M | +35.4% | +26.6% | +8.9% | +15.1% |
| 6M | +67.1% | +11.7% | +55.4% | +52.8% |
| YTD | +54.1% | +38.1% | +15.9% | +16.4% |
| 1Y | +67.8% | +33.4% | +34.4% | +29.7% |
| 3Y | +311.4% | +155.8% | +155.6% | +101.6% |
| All | +347.2% | +215.8% | +131.4% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling