+346.9%
USFD vs JAAA
+30.2%
+316.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +12.3% | +0.4% | +11.9% | +11.9% |
| 3M | -0.7% | +1.2% | -1.9% | -1.9% |
| 6M | +31.3% | +2.3% | +28.9% | +28.3% |
| YTD | +45.7% | +4.0% | +41.8% | +40.4% |
| 1Y | +52.1% | +4.8% | +47.4% | +45.4% |
| 3Y | +158.2% | +18.5% | +139.7% | +138.9% |
| 5Y | +213.8% | +27.5% | +186.3% | +188.9% |
| All | +346.9% | +30.2% | +316.6% | +231.1% |
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