-3.0%
FISV vs USFD
+306.5%
-309.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | -2.7% |
| 7D | -6.4% | -7.0% | +0.6% | -4.3% |
| 30D | -6.8% | -10.3% | +3.5% | -3.8% |
| 3M | -10.0% | +9.2% | -19.1% | -12.5% |
| 6M | -20.6% | +7.4% | -28.0% | -22.9% |
| YTD | -27.6% | +29.4% | -57.0% | -34.4% |
| 1Y | -64.3% | +24.8% | -89.2% | -67.3% |
| 3Y | -60.0% | +150.0% | -210.0% | -70.8% |
| 5Y | -57.7% | +195.5% | -253.2% | -71.4% |
| 10Y | -3.0% | +315.7% | -318.7% | -47.1% |
| All | -3.0% | +306.5% | -309.5% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling