+186.4%
USFD vs JAAA
+26.5%
+159.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -8.4% | +0.1% | -8.4% | -8.4% |
| 30D | -14.1% | +0.5% | -14.6% | -14.4% |
| 3M | +4.5% | +1.3% | +3.2% | +3.6% |
| 6M | +4.4% | +2.8% | +1.6% | +2.4% |
| YTD | +26.6% | +3.3% | +23.3% | +23.8% |
| 1Y | +19.4% | +4.9% | +14.4% | +15.5% |
| 3Y | +144.6% | +19.0% | +125.6% | +144.8% |
| All | +186.4% | +26.5% | +159.9% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling