-55.5%
FIS vs USFD
+369.2%
-424.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | +8.4% | -35.8% | -29.8% |
| 30D | -16.8% | +12.7% | -29.6% | -20.5% |
| 3M | -32.6% | +1.1% | -33.8% | -33.5% |
| 6M | -33.4% | +30.2% | -63.6% | -39.4% |
| YTD | -56.0% | +45.8% | -101.9% | -61.9% |
| 1Y | -55.1% | +51.9% | -107.0% | -61.7% |
| 3Y | -41.4% | +158.5% | -199.9% | -58.4% |
| 5Y | -72.7% | +208.0% | -280.7% | -81.9% |
| 10Y | -55.5% | +376.6% | -432.0% | -73.4% |
| All | -55.5% | +369.2% | -424.7% | -73.4% |
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