+1,509.2%
JBL vs USFD
+306.5%
+1,202.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +2.0% |
| 7D | +4.0% | -7.0% | +11.0% | +7.1% |
| 30D | -7.5% | -10.3% | +2.8% | -3.3% |
| 3M | -14.1% | +9.2% | -23.2% | -17.8% |
| 6M | +25.9% | +7.4% | +18.5% | +20.9% |
| YTD | +36.7% | +29.4% | +7.3% | +20.1% |
| 1Y | +49.0% | +24.8% | +24.2% | +32.4% |
| 3Y | +191.8% | +150.0% | +41.8% | +91.2% |
| 5Y | +409.8% | +195.5% | +214.3% | +205.3% |
| 10Y | +1,509.2% | +315.7% | +1,193.5% | +609.3% |
| All | +1,509.2% | +306.5% | +1,202.7% | +609.3% |
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