+492.5%
JPM vs USFD
+354.7%
+137.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.8% | +3.0% | -3.7% | -1.8% |
| 30D | +1.5% | +11.1% | -9.6% | -2.2% |
| 3M | -5.7% | -0.3% | -5.4% | -5.9% |
| 6M | +7.2% | +15.9% | -8.7% | +1.0% |
| YTD | +5.8% | +41.6% | -35.8% | -8.2% |
| 1Y | +8.8% | +49.4% | -40.6% | -7.6% |
| 3Y | +147.4% | +157.8% | -10.4% | +71.5% |
| 5Y | +125.3% | +176.6% | -51.3% | +48.2% |
| All | +492.5% | +354.7% | +137.8% | +219.5% |
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