+485.5%
ZS vs USFD
+220.4%
+265.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -5.2% | +1.3% | -6.5% | -5.4% |
| 30D | -15.5% | +10.6% | -26.1% | -16.9% |
| 3M | +9.0% | -2.4% | +11.4% | +9.1% |
| 6M | +32.2% | +28.9% | +3.3% | +26.5% |
| YTD | -14.1% | +43.7% | -57.8% | -20.0% |
| 1Y | -39.1% | +48.5% | -87.6% | -43.6% |
| 3Y | +10.4% | +154.7% | -144.3% | -6.0% |
| 5Y | -44.6% | +218.4% | -263.0% | -54.4% |
| All | +485.5% | +220.4% | +265.2% | +451.4% |
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