+67.7%
FERG vs JBL
+409.3%
-341.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | -0.9% |
| 7D | -2.6% | +2.4% | -5.0% | -3.3% |
| 30D | -8.9% | -13.1% | +4.2% | -5.1% |
| 3M | -2.0% | -15.6% | +13.5% | +2.2% |
| 6M | -3.2% | +24.6% | -27.8% | -12.0% |
| YTD | +1.5% | +39.6% | -38.1% | -11.7% |
| 1Y | +0.5% | +48.6% | -48.1% | -15.1% |
| 3Y | +50.4% | +197.3% | -146.8% | -6.9% |
| All | +67.7% | +409.3% | -341.6% | -22.1% |
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