+252.6%
ZETA vs USFD
+165.5%
+87.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 6M | +67.1% | +11.7% | +55.4% | +52.6% |
| YTD | +54.1% | +38.1% | +15.9% | +16.3% |
| 1Y | +67.8% | +33.4% | +34.4% | +29.7% |
| 3Y | +311.4% | +155.8% | +155.6% | +101.4% |
| 5Y | +324.8% | +214.0% | +110.8% | +72.7% |
| All | +252.6% | +165.5% | +87.2% | +55.0% |
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