+64.4%
FDX vs JBL
+405.9%
-341.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -3.3% | +4.4% | -7.7% | -4.5% |
| 30D | -1.4% | -8.4% | +7.1% | +0.7% |
| 3M | -4.5% | -14.2% | +9.6% | -1.2% |
| 6M | +9.4% | +29.6% | -20.2% | -0.4% |
| YTD | +36.0% | +37.1% | -1.1% | +21.0% |
| 1Y | +75.5% | +49.5% | +26.0% | +50.6% |
| 3Y | +62.8% | +192.7% | -129.9% | +3.8% |
| 5Y | +64.4% | +411.3% | -346.9% | -26.1% |
| All | +64.4% | +405.9% | -341.5% | -26.1% |
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