-71.4%
FIS vs USFD
+188.3%
-259.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -25.5% | +3.0% | -28.4% | -26.8% |
| 30D | -15.1% | +11.1% | -26.1% | -18.8% |
| 3M | -32.1% | -0.3% | -31.8% | -32.6% |
| 6M | -36.1% | +15.9% | -51.9% | -40.2% |
| YTD | -55.4% | +41.6% | -97.0% | -62.3% |
| 1Y | -53.9% | +49.4% | -103.3% | -62.0% |
| 3Y | -39.8% | +157.8% | -197.6% | -62.5% |
| All | -71.4% | +188.3% | -259.7% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling