+225.6%
FANG vs JBL
+409.3%
-183.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -1.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.3% |
| 30D | +2.6% | -13.1% | +15.7% | +5.5% |
| 3M | +7.6% | -15.6% | +23.2% | +10.9% |
| 6M | +17.3% | +24.6% | -7.2% | +7.9% |
| YTD | +38.7% | +39.6% | -0.9% | +22.4% |
| 1Y | +51.6% | +48.6% | +3.0% | +30.1% |
| 3Y | +50.0% | +197.3% | -147.3% | -3.5% |
| All | +225.6% | +409.3% | -183.8% | +57.5% |
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