+53.9%
F vs JBL
+405.9%
-352.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +0.9% |
| 7D | +5.3% | +3.0% | +2.3% | +4.2% |
| 30D | +4.6% | -8.3% | +12.9% | +7.4% |
| 3M | -3.7% | -16.9% | +13.2% | +1.9% |
| 6M | +16.8% | +21.8% | -4.9% | +4.8% |
| YTD | +15.3% | +36.3% | -21.0% | -2.0% |
| 1Y | +31.0% | +49.5% | -18.5% | +5.6% |
| 3Y | +45.4% | +170.6% | -125.2% | -20.7% |
| All | +53.9% | +405.9% | -352.0% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling