-18.5%
FIS vs USFD
+156.9%
-175.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +1.1% | -3.0% | +4.1% | +1.7% |
| 30D | -2.2% | +3.5% | -5.8% | -3.0% |
| 3M | +2.1% | +26.6% | -24.4% | -2.7% |
| 6M | -14.7% | +11.7% | -26.4% | -16.7% |
| YTD | -35.7% | +38.1% | -73.8% | -41.6% |
| 1Y | -37.1% | +33.4% | -70.4% | -42.2% |
| All | -18.5% | +156.9% | -175.4% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling