-61.2%
ZTS vs USFD
+188.3%
-249.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -0.4% | +3.0% | -3.4% | -1.2% |
| 30D | +11.7% | +11.1% | +0.7% | +8.2% |
| 3M | +3.5% | -0.3% | +3.7% | +3.4% |
| 6M | -27.6% | +15.9% | -43.5% | -31.0% |
| YTD | -35.5% | +41.6% | -77.1% | -42.6% |
| 1Y | -32.1% | +49.4% | -81.5% | -40.7% |
| 3Y | -49.1% | +157.8% | -206.9% | -63.5% |
| All | -61.2% | +188.3% | -249.5% | -74.5% |
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