-55.1%
FIS vs USFD
+49.6%
-104.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | +8.4% | -35.8% | -26.2% |
| 30D | -16.8% | +12.7% | -29.6% | -15.4% |
| 3M | -32.6% | +1.1% | -33.8% | -31.4% |
| 6M | -33.4% | +30.2% | -63.6% | -30.7% |
| YTD | -56.0% | +45.8% | -101.9% | -54.9% |
| 1Y | -55.1% | +51.9% | -107.0% | -54.3% |
| All | -55.1% | +49.6% | -104.7% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling