+307.6%
JCI vs USFD
+375.5%
-67.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -6.9% | +12.3% | -19.3% | -10.6% |
| 3M | -6.3% | -0.7% | -5.6% | -6.6% |
| 6M | +2.6% | +31.3% | -28.7% | -6.6% |
| YTD | +21.8% | +45.7% | -23.9% | +6.5% |
| 1Y | +19.6% | +52.1% | -32.5% | +3.1% |
| 3Y | +194.9% | +158.2% | +36.7% | +115.3% |
| 5Y | +108.1% | +213.8% | -105.6% | +41.2% |
| 10Y | +307.6% | +367.0% | -59.4% | +143.2% |
| All | +307.6% | +375.5% | -67.9% | +143.2% |
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