-12.7%
JBLU vs USFD
+49.6%
-62.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.5% | +3.5% | +9.4% |
| 7D | +24.9% | +7.8% | +17.1% | +22.2% |
| 30D | -12.3% | +16.2% | -28.5% | -15.5% |
| 3M | -44.5% | +11.0% | -55.5% | -45.9% |
| 6M | -25.7% | +20.7% | -46.4% | -29.6% |
| YTD | -21.8% | +46.0% | -67.7% | -29.2% |
| 1Y | -12.7% | +49.8% | -62.5% | -21.9% |
| All | -12.7% | +49.6% | -62.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling