-52.0%
FIS vs USFD
+375.5%
-427.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -11.8% | +12.3% | -24.2% | -15.7% |
| 3M | -28.5% | -0.7% | -27.8% | -29.1% |
| 6M | -27.0% | +31.3% | -58.3% | -33.8% |
| YTD | -53.1% | +45.7% | -98.8% | -59.4% |
| 1Y | -52.8% | +52.1% | -104.9% | -59.7% |
| 3Y | -37.5% | +158.2% | -195.7% | -55.7% |
| 5Y | -71.1% | +213.8% | -284.8% | -81.0% |
| 10Y | -52.0% | +367.0% | -419.0% | -71.5% |
| All | -52.0% | +375.5% | -427.5% | -71.5% |
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 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