+1,335.0%
FERG vs JBL
+2,006.1%
-671.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +3.4% | +4.4% | -1.0% | +2.8% |
| 30D | -11.5% | -8.4% | -3.1% | -10.7% |
| 3M | +1.3% | -14.2% | +15.4% | +2.8% |
| 6M | -1.0% | +29.6% | -30.6% | -4.6% |
| YTD | +3.2% | +37.1% | -33.9% | -1.4% |
| 1Y | -3.0% | +49.5% | -52.5% | -8.4% |
| 3Y | +55.0% | +192.7% | -137.6% | +34.8% |
| 5Y | +72.6% | +411.3% | -338.7% | +43.3% |
| 10Y | +358.9% | +1,447.6% | -1,088.7% | +269.2% |
| All | +1,335.0% | +2,006.1% | -671.1% | +1,093.7% |
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