+506.0%
JPM vs USFD
+368.6%
+137.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.2% |
| 7D | +0.4% | +3.9% | -3.5% | -0.9% |
| 30D | +2.7% | +12.8% | -10.1% | -1.6% |
| 3M | -3.8% | +1.0% | -4.8% | -4.5% |
| 6M | +14.3% | +30.3% | -15.9% | +3.4% |
| YTD | +8.2% | +46.0% | -37.8% | -7.0% |
| 1Y | +11.0% | +49.6% | -38.7% | -5.7% |
| 3Y | +152.7% | +166.3% | -13.6% | +73.2% |
| 5Y | +130.8% | +208.4% | -77.6% | +46.2% |
| 10Y | +506.0% | +371.2% | +134.7% | +223.4% |
| All | +506.0% | +368.6% | +137.3% | +223.4% |
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