+26.9%
FISV vs USFD
+369.2%
-342.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +8.4% | +8.4% | 0.0% | +5.8% |
| 30D | +38.8% | +12.7% | +26.0% | +33.6% |
| 3M | +21.3% | +1.1% | +20.1% | +20.4% |
| 6M | +14.1% | +30.2% | -16.0% | +4.6% |
| YTD | -5.7% | +45.8% | -51.6% | -17.9% |
| 1Y | -0.8% | +51.9% | -52.7% | -14.9% |
| 3Y | -47.9% | +158.5% | -206.4% | -62.3% |
| 5Y | -36.8% | +208.0% | -244.9% | -57.8% |
| 10Y | +26.9% | +376.6% | -349.7% | -31.0% |
| All | +26.9% | +369.2% | -342.4% | -31.0% |
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 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