+3.7%
F vs JBL
+20.8%
-17.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.8% | +3.6% |
| 7D | +6.0% | -11.1% | +17.2% | +7.8% |
| 30D | +4.3% | -14.1% | +18.4% | +6.5% |
| 3M | -10.1% | -23.9% | +13.9% | -6.6% |
| 6M | +12.8% | -24.1% | +36.9% | +16.9% |
| YTD | -0.1% | +13.5% | -13.6% | -4.7% |
| 1Y | +3.7% | +23.7% | -20.0% | -4.3% |
| All | +3.7% | +20.8% | -17.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling