+32.5%
JD vs USFD
+369.2%
-336.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +5.2% | +8.4% | -3.2% | +3.4% |
| 30D | +4.5% | +12.7% | -8.2% | +1.9% |
| 3M | -15.4% | +1.1% | -16.5% | -15.8% |
| 6M | -6.0% | +30.2% | -36.2% | -11.4% |
| YTD | +2.2% | +45.8% | -43.7% | -6.5% |
| 1Y | -6.7% | +51.9% | -58.6% | -15.3% |
| 3Y | +20.5% | +158.5% | -137.9% | -2.9% |
| 5Y | -58.4% | +208.0% | -266.5% | -67.9% |
| 10Y | +32.5% | +376.6% | -344.1% | +9.1% |
| All | +32.5% | +369.2% | -336.8% | +9.1% |
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 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