+74.3%
F vs JBL
+1,127.6%
-1,053.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +1.0% | -8.1% | +9.0% | +4.1% |
| 30D | +2.1% | -18.4% | +20.6% | +10.1% |
| 3M | -10.3% | -25.8% | +15.5% | -0.4% |
| 6M | +3.3% | -29.6% | +32.9% | +15.6% |
| YTD | -2.0% | +9.6% | -11.6% | -11.9% |
| 1Y | -2.3% | +14.1% | -16.4% | -14.2% |
| 3Y | +49.9% | +95.9% | -46.0% | -6.7% |
| 5Y | -12.5% | +298.3% | -310.8% | -64.1% |
| 10Y | +74.3% | +1,150.1% | -1,075.8% | -57.6% |
| All | +74.3% | +1,127.6% | -1,053.3% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling