+390.7%
ZS vs USFD
+205.1%
+185.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | -9.2% | -3.3% | -5.9% | -8.7% |
| 30D | -4.0% | -5.3% | +1.3% | -3.2% |
| 3M | +25.3% | +18.8% | +6.5% | +21.9% |
| 6M | -1.3% | +14.3% | -15.6% | -3.8% |
| YTD | -28.0% | +36.9% | -64.9% | -32.3% |
| 1Y | -42.5% | +31.7% | -74.2% | -45.7% |
| 3Y | +0.7% | +164.5% | -163.7% | -14.5% |
| 5Y | -42.3% | +212.6% | -254.9% | -52.0% |
| All | +390.7% | +205.1% | +185.6% | +366.5% |
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 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