+5.5%
ZS vs USFD
+165.3%
-159.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | -3.0% | -4.8% | -7.2% |
| 30D | +5.0% | +3.5% | +1.5% | +4.1% |
| 3M | +25.5% | +26.6% | -1.0% | +18.6% |
| 6M | +8.7% | +11.7% | -3.0% | +5.6% |
| YTD | -24.5% | +38.1% | -62.6% | -34.6% |
| 1Y | -36.7% | +33.4% | -70.1% | -44.3% |
| All | +5.5% | +165.3% | -159.9% | -29.1% |
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