+63.4%
ZM vs USFD
+191.8%
-128.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.3% |
| 7D | +2.9% | -3.0% | +6.0% | +3.0% |
| 30D | +0.7% | +3.5% | -2.8% | +0.6% |
| 3M | -3.7% | +26.6% | -30.3% | -4.5% |
| 6M | +29.9% | +11.7% | +18.2% | +29.3% |
| YTD | +17.4% | +38.1% | -20.7% | +15.9% |
| 1Y | +22.4% | +33.4% | -11.0% | +20.9% |
| 3Y | +41.3% | +155.8% | -114.5% | +37.6% |
| 5Y | -66.0% | +214.0% | -280.1% | -66.9% |
| All | +63.4% | +191.8% | -128.3% | +84.5% |
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