-65.4%
ZM vs USFD
+188.3%
-253.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -5.9% | +3.0% | -8.8% | -7.2% |
| 30D | -5.2% | +11.1% | -16.2% | -9.6% |
| 3M | -11.3% | -0.3% | -11.0% | -11.7% |
| 6M | -14.5% | +15.9% | -30.4% | -21.1% |
| YTD | +4.2% | +41.6% | -37.5% | -15.0% |
| 1Y | +9.3% | +49.4% | -40.1% | -13.5% |
| 3Y | +45.4% | +157.8% | -112.5% | -18.9% |
| All | -65.4% | +188.3% | -253.7% | -82.8% |
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 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