-80.9%
JBLU vs USFD
+359.9%
-440.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.5% | +1.7% | +0.8% | +1.6% |
| 30D | +24.9% | +10.2% | +14.8% | +18.2% |
| 3M | -35.2% | -1.5% | -33.7% | -34.6% |
| 6M | -20.0% | +27.3% | -47.3% | -31.7% |
| YTD | -17.4% | +44.0% | -61.3% | -35.6% |
| 1Y | -13.0% | +50.4% | -63.3% | -34.3% |
| 3Y | -5.3% | +153.6% | -158.9% | -48.0% |
| 5Y | -75.2% | +219.0% | -294.2% | -88.2% |
| All | -80.9% | +359.9% | -440.9% | -93.2% |
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 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