-55.3%
FIS vs USFD
+368.6%
-424.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.4% | -2.3% |
| 7D | -29.4% | +3.9% | -33.3% | -30.8% |
| 30D | -16.7% | +12.8% | -29.6% | -20.5% |
| 3M | -33.0% | +1.0% | -33.9% | -33.8% |
| 6M | -33.3% | +30.3% | -63.6% | -39.3% |
| YTD | -56.0% | +46.0% | -102.0% | -61.9% |
| 1Y | -54.6% | +49.6% | -104.2% | -61.1% |
| 3Y | -40.6% | +166.3% | -206.9% | -58.3% |
| 5Y | -71.9% | +208.4% | -280.3% | -81.5% |
| 10Y | -55.3% | +371.2% | -426.6% | -73.3% |
| All | -55.3% | +368.6% | -424.0% | -73.3% |
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 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