+8.0%
ZS vs USFD
+156.3%
-148.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.6% | +1.7% | -4.3% | -2.9% |
| 30D | -12.8% | +10.2% | -23.0% | -14.5% |
| 3M | +2.3% | -1.5% | +3.8% | +2.7% |
| 6M | +26.3% | +27.3% | -1.1% | +19.3% |
| YTD | -14.4% | +44.0% | -58.4% | -26.8% |
| 1Y | -37.6% | +50.4% | -88.0% | -47.9% |
| 3Y | +8.0% | +153.6% | -145.5% | -24.5% |
| All | +8.0% | +156.3% | -148.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling