+340.8%
USFD vs JAAA
+30.2%
+310.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +10.6% | +0.4% | +10.2% | +10.1% |
| 3M | -2.4% | +1.2% | -3.6% | -3.6% |
| 6M | +28.9% | +2.3% | +26.6% | +26.1% |
| YTD | +43.7% | +4.0% | +39.8% | +38.4% |
| 1Y | +48.5% | +4.8% | +43.7% | +41.9% |
| 3Y | +154.7% | +18.5% | +136.2% | +135.7% |
| 5Y | +218.4% | +27.5% | +190.9% | +193.4% |
| All | +340.8% | +30.2% | +310.5% | +226.5% |
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