+499.0%
ZS vs USFD
+215.7%
+283.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -16.9% | +3.0% | -19.8% | -17.3% |
| 30D | -7.4% | +11.1% | -18.5% | -9.0% |
| 3M | +21.6% | -0.3% | +21.8% | +21.3% |
| 6M | +42.4% | +15.9% | +26.5% | +38.4% |
| YTD | -12.1% | +41.6% | -53.7% | -18.0% |
| 1Y | -37.8% | +49.4% | -87.2% | -42.6% |
| 3Y | +20.9% | +157.8% | -136.9% | +2.8% |
| 5Y | -41.6% | +176.6% | -218.2% | -51.7% |
| All | +499.0% | +215.7% | +283.3% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling