+89.1%
JBL vs USFD
+159.2%
-70.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -12.3% | +3.0% | -15.3% | -13.3% |
| 30D | -20.2% | +11.1% | -31.2% | -23.4% |
| 3M | -30.6% | -0.3% | -30.3% | -30.8% |
| 6M | -35.8% | +15.9% | -51.6% | -39.9% |
| YTD | +4.9% | +41.6% | -36.7% | -12.1% |
| 1Y | +11.3% | +49.4% | -38.1% | -9.5% |
| 3Y | +89.1% | +157.8% | -68.7% | +13.2% |
| All | +89.1% | +159.2% | -70.1% | +13.2% |
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