-73.8%
JBLU vs USFD
+329.0%
-402.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.5% | -3.0% | -0.5% | -1.8% |
| 30D | -27.2% | +3.5% | -30.7% | -28.9% |
| 3M | -4.3% | +26.6% | -30.9% | -17.9% |
| 6M | -8.3% | +11.7% | -20.0% | -15.2% |
| YTD | +1.8% | +38.1% | -36.4% | -18.6% |
| 1Y | -9.0% | +33.4% | -42.4% | -25.9% |
| 3Y | -21.9% | +155.8% | -177.7% | -57.4% |
| 5Y | -69.0% | +214.0% | -283.0% | -85.0% |
| 10Y | -70.8% | +320.4% | -391.2% | -89.0% |
| All | -73.8% | +329.0% | -402.8% | -90.1% |
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