+323.6%
USFD vs JAAA
+29.3%
+294.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -3.0% | +0.2% | -3.2% | -3.2% |
| 30D | +3.5% | +0.5% | +3.0% | +3.0% |
| 3M | +26.6% | +1.3% | +25.3% | +25.0% |
| 6M | +11.7% | +2.7% | +9.0% | +8.9% |
| YTD | +38.1% | +3.2% | +35.0% | +34.0% |
| 1Y | +33.4% | +4.9% | +28.5% | +27.3% |
| 3Y | +155.8% | +19.0% | +136.8% | +138.6% |
| 5Y | +214.0% | +26.8% | +187.2% | +189.1% |
| All | +323.6% | +29.3% | +294.3% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling