+1.7%
FISV vs USFD
+329.0%
-327.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.5% |
| 6M | -15.3% | +11.7% | -27.0% | -18.7% |
| YTD | -21.1% | +38.1% | -59.2% | -29.9% |
| 1Y | -61.1% | +33.4% | -94.5% | -65.0% |
| 3Y | -56.8% | +155.8% | -212.7% | -68.6% |
| 5Y | -54.2% | +214.0% | -268.2% | -69.5% |
| 10Y | +1.6% | +320.4% | -318.8% | -43.8% |
| All | +1.7% | +329.0% | -327.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling