+55.5%
ZM vs USFD
+189.1%
-133.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.8% |
| 7D | +1.6% | -3.3% | +5.0% | +1.7% |
| 30D | -7.7% | -5.3% | -2.4% | -7.5% |
| 3M | -4.7% | +18.8% | -23.4% | -5.2% |
| 6M | +24.4% | +14.3% | +10.2% | +23.8% |
| YTD | +11.8% | +36.9% | -25.1% | +10.3% |
| 1Y | +13.4% | +31.7% | -18.4% | +12.0% |
| 3Y | +33.8% | +164.5% | -130.6% | +30.3% |
| 5Y | -67.2% | +212.6% | -279.7% | -68.0% |
| All | +55.5% | +189.1% | -133.5% | +75.6% |
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 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