+1,440.5%
FANG vs JBL
+2,013.7%
-573.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -2.4% |
| 7D | +2.9% | +2.4% | +0.5% | +1.7% |
| 30D | +2.6% | -13.1% | +15.7% | +8.6% |
| 3M | +7.6% | -15.6% | +23.2% | +13.6% |
| 6M | +17.3% | +24.6% | -7.2% | +0.2% |
| YTD | +38.7% | +39.6% | -0.9% | +10.4% |
| 1Y | +51.6% | +48.6% | +3.0% | +15.0% |
| 3Y | +50.0% | +197.3% | -147.3% | -28.8% |
| 5Y | +237.6% | +413.0% | -175.4% | +10.6% |
| 10Y | +180.7% | +1,543.9% | -1,363.2% | -50.3% |
| All | +1,440.5% | +2,013.7% | -573.1% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling