+27.4%
FISV vs USFD
+359.9%
-332.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | +1.7% | -0.2% | +0.9% |
| 30D | +38.4% | +10.2% | +28.3% | +34.3% |
| 3M | +14.9% | -1.5% | +16.4% | +15.1% |
| 6M | +21.8% | +27.3% | -5.6% | +12.4% |
| YTD | -5.0% | +44.0% | -49.0% | -17.0% |
| 1Y | -1.2% | +50.4% | -51.5% | -14.9% |
| 3Y | -47.5% | +153.6% | -201.1% | -61.9% |
| 5Y | -36.7% | +219.0% | -255.7% | -58.2% |
| All | +27.4% | +359.9% | -332.5% | -30.3% |
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