+74.2%
ZTS vs USFD
+369.7%
-295.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -0.4% | +3.0% | -3.4% | -0.9% |
| 30D | +11.7% | +11.1% | +0.7% | +9.4% |
| 3M | +3.5% | -0.3% | +3.7% | +3.4% |
| 6M | -27.6% | +15.9% | -43.5% | -29.8% |
| YTD | -35.5% | +41.6% | -77.1% | -40.2% |
| 1Y | -32.1% | +49.4% | -81.5% | -37.8% |
| 3Y | -49.1% | +157.8% | -206.9% | -58.5% |
| 5Y | -61.0% | +176.6% | -237.7% | -69.2% |
| All | +74.2% | +369.7% | -295.5% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling