+1,331.8%
JBL vs USFD
+353.0%
+978.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -8.1% | +8.4% | -16.4% | -11.2% |
| 30D | -18.4% | +12.7% | -31.2% | -22.8% |
| 3M | -25.8% | +1.1% | -26.9% | -26.6% |
| 6M | -29.6% | +30.2% | -59.8% | -37.8% |
| YTD | +9.6% | +45.8% | -36.2% | -8.6% |
| 1Y | +14.1% | +51.9% | -37.9% | -6.7% |
| 3Y | +95.9% | +158.5% | -62.6% | +26.9% |
| 5Y | +298.3% | +208.0% | +90.3% | +135.4% |
| 10Y | +1,150.1% | +376.6% | +773.5% | +475.7% |
| All | +1,331.8% | +353.0% | +978.8% | +551.1% |
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