+32.3%
JD vs USFD
+359.1%
-326.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -4.0% | +1.3% | -5.3% | -4.3% |
| 30D | +2.7% | +10.6% | -7.9% | +0.5% |
| 3M | -13.0% | -2.4% | -10.6% | -12.8% |
| 6M | -12.7% | +28.9% | -41.6% | -17.5% |
| YTD | -0.8% | +43.7% | -44.5% | -8.9% |
| 1Y | -8.9% | +48.5% | -57.4% | -17.0% |
| 3Y | +17.0% | +154.7% | -137.7% | -5.5% |
| 5Y | -63.5% | +218.4% | -281.9% | -71.9% |
| All | +32.3% | +359.1% | -326.7% | +6.5% |
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