+4,009.1%
FDX vs JBL
+35,525.4%
-31,516.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.4% | -17.0% | +27.4% | +13.6% |
| 3M | +0.5% | -27.4% | +27.8% | +5.4% |
| 6M | +6.5% | -29.1% | +35.6% | +11.6% |
| YTD | +40.2% | +13.6% | +26.6% | +34.9% |
| 1Y | +52.1% | +22.8% | +29.3% | +44.2% |
| 3Y | +72.8% | +103.0% | -30.2% | +47.2% |
| 5Y | +76.3% | +307.4% | -231.1% | +32.7% |
| 10Y | +155.7% | +1,173.9% | -1,018.2% | +59.3% |
| All | +4,009.1% | +35,525.4% | -31,516.3% | +1,892.3% |
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 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