+57.6%
ZM vs USFD
+203.6%
-146.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +10.0% | +1.3% | +8.7% | +10.0% |
| 30D | -0.5% | +10.6% | -11.0% | -0.8% |
| 3M | -7.1% | -2.4% | -4.6% | -7.0% |
| 6M | -5.1% | +28.9% | -34.0% | -6.0% |
| YTD | +13.2% | +43.7% | -30.5% | +11.5% |
| 1Y | +15.3% | +48.5% | -33.1% | +13.5% |
| 3Y | +57.4% | +154.7% | -97.3% | +53.2% |
| 5Y | -61.7% | +218.4% | -280.1% | -63.0% |
| All | +57.6% | +203.6% | -146.0% | +77.6% |
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