-52.6%
FIS vs USFD
+339.9%
-392.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.4% |
| 3M | -32.1% | -0.3% | -31.8% | -32.7% |
| 6M | -36.1% | +15.9% | -51.9% | -39.7% |
| YTD | -55.4% | +41.6% | -97.0% | -61.0% |
| 1Y | -53.9% | +49.4% | -103.3% | -60.4% |
| 3Y | -39.8% | +157.8% | -197.6% | -57.2% |
| 5Y | -71.1% | +176.6% | -247.7% | -80.3% |
| 10Y | -53.8% | +375.4% | -429.2% | -73.0% |
| All | -52.6% | +339.9% | -392.5% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling