-37.1%
FIS vs USFD
+322.6%
-359.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +1.1% | -3.0% | +4.1% | +2.0% |
| 30D | -2.2% | +3.5% | -5.8% | -3.4% |
| 3M | +2.1% | +26.6% | -24.4% | -5.3% |
| 6M | -14.7% | +11.7% | -26.4% | -18.1% |
| YTD | -35.7% | +38.1% | -73.8% | -42.9% |
| 1Y | -37.1% | +33.4% | -70.4% | -43.5% |
| 3Y | -20.0% | +155.8% | -175.8% | -42.6% |
| 5Y | -62.1% | +214.0% | -276.2% | -74.9% |
| All | -37.1% | +322.6% | -359.7% | -62.1% |
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