+319.7%
USFD vs JAAA
+29.3%
+290.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -5.3% | +0.5% | -5.8% | -5.7% |
| 3M | +18.8% | +1.2% | +17.6% | +17.4% |
| 6M | +14.3% | +2.8% | +11.4% | +11.2% |
| YTD | +36.9% | +3.2% | +33.7% | +32.8% |
| 1Y | +31.7% | +4.8% | +26.9% | +25.8% |
| 3Y | +164.5% | +19.0% | +145.5% | +146.6% |
| 5Y | +212.6% | +26.8% | +185.8% | +187.5% |
| All | +319.7% | +29.3% | +290.5% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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