+135.3%
JPM vs USFD
+215.4%
-80.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | +3.3% | +10.2% | -6.9% | -0.1% |
| 3M | -4.2% | -1.5% | -2.7% | -3.9% |
| 6M | +16.4% | +27.3% | -11.0% | +6.3% |
| YTD | +9.5% | +44.0% | -34.5% | -5.8% |
| 1Y | +14.0% | +50.4% | -36.3% | -3.8% |
| 3Y | +153.1% | +153.6% | -0.5% | +73.3% |
| All | +135.3% | +215.4% | -80.1% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling