-43.6%
ZS vs USFD
+188.3%
-231.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -16.9% | +3.0% | -19.8% | -18.3% |
| 30D | -7.4% | +11.1% | -18.5% | -12.6% |
| 3M | +21.6% | -0.3% | +21.8% | +20.7% |
| 6M | +42.4% | +15.9% | +26.5% | +28.9% |
| YTD | -12.1% | +41.6% | -53.7% | -32.3% |
| 1Y | -37.8% | +49.4% | -87.2% | -54.0% |
| 3Y | +20.9% | +157.8% | -136.9% | -40.7% |
| All | -43.6% | +188.3% | -231.9% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling