-54.7%
FISV vs USFD
+217.8%
-272.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | -2.1% | +3.5% | -5.6% | -3.2% |
| 3M | -5.7% | +26.6% | -32.3% | -12.4% |
| 6M | -15.3% | +11.7% | -27.0% | -18.6% |
| YTD | -21.1% | +38.1% | -59.2% | -30.6% |
| 1Y | -61.1% | +33.4% | -94.5% | -65.2% |
| 3Y | -56.8% | +155.8% | -212.7% | -69.8% |
| All | -54.7% | +217.8% | -272.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling