+67.3%
F vs JBL
+1,148.2%
-1,080.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | -3.1% | +6.3% | -9.4% | -5.7% |
| 30D | 0.0% | -13.5% | +13.5% | +5.4% |
| 3M | -13.2% | -31.3% | +18.1% | -0.3% |
| 6M | -10.2% | -28.4% | +18.2% | -0.2% |
| YTD | -4.9% | +11.6% | -16.5% | -15.2% |
| 1Y | -6.1% | +26.1% | -32.2% | -21.1% |
| 3Y | +46.0% | +97.4% | -51.4% | -9.3% |
| 5Y | -15.7% | +301.0% | -316.7% | -65.5% |
| All | +67.3% | +1,148.2% | -1,080.9% | -59.3% |
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 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