+75.2%
ZTS vs USFD
+329.0%
-253.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | +1.9% | +3.5% | -1.6% | +1.1% |
| 3M | -4.0% | +26.6% | -30.6% | -8.8% |
| 6M | -39.1% | +11.7% | -50.8% | -40.5% |
| YTD | -38.8% | +38.1% | -76.9% | -43.0% |
| 1Y | -49.6% | +33.4% | -82.9% | -52.7% |
| 3Y | -59.0% | +155.8% | -214.8% | -66.6% |
| 5Y | -61.8% | +214.0% | -275.8% | -70.5% |
| 10Y | +61.4% | +320.4% | -258.9% | +10.7% |
| All | +75.2% | +329.0% | -253.8% | +19.8% |
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 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