+3,991.7%
FDX vs JBL
+42,637.0%
-38,645.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -2.5% | +3.0% | -5.6% | -3.0% |
| 30D | +3.8% | -8.3% | +12.1% | +5.2% |
| 3M | -1.3% | -16.9% | +15.6% | +1.3% |
| 6M | +5.0% | +21.8% | -16.7% | +0.7% |
| YTD | +39.6% | +36.3% | +3.3% | +31.0% |
| 1Y | +81.1% | +49.5% | +31.6% | +66.4% |
| 3Y | +63.0% | +170.6% | -107.6% | +32.5% |
| 5Y | +65.6% | +408.4% | -342.8% | +20.5% |
| 10Y | +183.4% | +1,450.4% | -1,267.0% | +71.6% |
| All | +3,991.7% | +42,637.0% | -38,645.4% | +1,833.6% |
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