-42.5%
ZS vs USFD
+32.2%
-74.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.8% |
| 7D | -9.2% | -3.3% | -5.9% | -9.9% |
| 30D | -4.0% | -5.3% | +1.3% | -5.0% |
| 3M | +25.3% | +18.8% | +6.5% | +31.9% |
| 6M | -1.3% | +14.3% | -15.6% | +4.2% |
| YTD | -28.0% | +36.9% | -64.9% | -26.3% |
| 1Y | -42.5% | +31.7% | -74.2% | -40.4% |
| All | -42.5% | +32.2% | -74.7% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling