-39.8%
FIS vs USFD
+159.2%
-199.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -25.5% | +3.0% | -28.4% | -25.7% |
| 30D | -15.1% | +11.1% | -26.1% | -16.5% |
| 3M | -32.1% | -0.3% | -31.8% | -31.9% |
| 6M | -36.1% | +15.9% | -51.9% | -37.6% |
| YTD | -55.4% | +41.6% | -97.0% | -59.2% |
| 1Y | -53.9% | +49.4% | -103.3% | -58.6% |
| 3Y | -39.8% | +157.8% | -197.6% | -52.7% |
| All | -39.8% | +159.2% | -199.0% | -52.7% |
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