-47.4%
FISV vs USFD
+159.2%
-206.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +25.7% | +3.0% | +22.8% | +24.8% |
| 30D | +38.8% | +11.1% | +27.7% | +35.7% |
| 3M | +16.2% | -0.3% | +16.5% | +16.0% |
| 6M | +12.1% | +15.9% | -3.8% | +8.6% |
| YTD | -6.4% | +41.6% | -48.0% | -17.0% |
| 1Y | +2.0% | +49.4% | -47.4% | -12.0% |
| 3Y | -47.4% | +157.8% | -205.3% | -58.6% |
| All | -47.4% | +159.2% | -206.7% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling