+414.5%
ZS vs USFD
+207.9%
+206.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | -3.0% | -4.8% | -7.4% |
| 30D | +5.0% | +3.5% | +1.5% | +4.4% |
| 3M | +25.5% | +26.6% | -1.0% | +20.9% |
| 6M | +8.7% | +11.7% | -3.0% | +6.3% |
| YTD | -24.5% | +38.1% | -62.6% | -29.2% |
| 1Y | -36.7% | +33.4% | -70.1% | -40.3% |
| 3Y | +7.2% | +155.8% | -148.6% | -8.6% |
| 5Y | -40.9% | +214.0% | -255.0% | -50.9% |
| All | +414.5% | +207.9% | +206.6% | +388.4% |
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 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