+178.8%
FDX vs JBL
+1,455.1%
-1,276.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.3% | +4.0% | -6.3% | -3.7% |
| 30D | -4.9% | -7.5% | +2.6% | -2.6% |
| 3M | -6.5% | -14.1% | +7.6% | -2.3% |
| 6M | +6.7% | +25.9% | -19.2% | -4.7% |
| YTD | +33.9% | +36.7% | -2.8% | +15.0% |
| 1Y | +72.2% | +49.0% | +23.2% | +41.2% |
| 3Y | +60.2% | +191.8% | -131.5% | -7.7% |
| 5Y | +62.9% | +409.8% | -346.8% | -30.2% |
| 10Y | +178.8% | +1,509.2% | -1,330.4% | -24.8% |
| All | +178.8% | +1,455.1% | -1,276.3% | -24.8% |
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