+75.3%
FDX vs JBL
+299.1%
-223.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.2% | +2.0% |
| 7D | +0.2% | -5.2% | +5.4% | +1.4% |
| 30D | +9.3% | -17.5% | +26.8% | +14.5% |
| 3M | +0.5% | -26.0% | +26.4% | +7.7% |
| 6M | +5.3% | -28.9% | +34.2% | +13.2% |
| YTD | +38.6% | +10.8% | +27.7% | +28.9% |
| 1Y | +53.5% | +18.3% | +35.2% | +39.4% |
| 3Y | +74.2% | +102.2% | -28.0% | +24.6% |
| 5Y | +75.3% | +303.2% | -227.9% | -20.3% |
| All | +75.3% | +299.1% | -223.9% | -20.3% |
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