+503.2%
ZS vs USFD
+225.4%
+277.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | -11.1% | +3.9% | -15.0% | -11.6% |
| 30D | -14.8% | +12.8% | -27.7% | -16.5% |
| 3M | +18.0% | +1.0% | +17.0% | +17.6% |
| 6M | +30.8% | +30.3% | +0.6% | +25.0% |
| YTD | -11.5% | +46.0% | -57.5% | -17.8% |
| 1Y | -37.8% | +49.6% | -87.4% | -42.5% |
| 3Y | +16.6% | +166.3% | -149.7% | -1.4% |
| 5Y | -43.6% | +208.4% | -251.9% | -53.6% |
| All | +503.2% | +225.4% | +277.8% | +466.7% |
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