+84.1%
F vs JBL
+1,455.1%
-1,371.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -4.9% | +4.0% | -8.9% | -6.5% |
| 30D | -2.9% | -7.5% | +4.6% | -0.2% |
| 3M | -9.1% | -14.1% | +5.0% | -4.7% |
| 6M | +12.9% | +25.9% | -12.9% | -1.4% |
| YTD | +6.1% | +36.7% | -30.6% | -11.5% |
| 1Y | +22.5% | +49.0% | -26.5% | -3.2% |
| 3Y | +32.1% | +191.8% | -159.7% | -31.5% |
| 5Y | +43.7% | +409.8% | -366.0% | -45.8% |
| 10Y | +84.1% | +1,509.2% | -1,425.1% | -57.9% |
| All | +84.1% | +1,455.1% | -1,371.0% | -57.9% |
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