+538.9%
FICO vs JBL
+1,176.2%
-637.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.4% | +10.0% | -8.6% | -1.6% |
| 30D | -0.8% | -18.2% | +17.4% | +5.0% |
| 3M | -31.3% | -29.0% | -2.3% | -24.4% |
| 6M | -33.9% | -25.9% | -8.1% | -30.0% |
| YTD | -57.6% | +14.1% | -71.7% | -63.0% |
| 1Y | -59.7% | +21.7% | -81.3% | -65.8% |
| 3Y | -28.0% | +103.8% | -131.9% | -54.8% |
| 5Y | +91.0% | +310.0% | -219.0% | -18.9% |
| All | +538.9% | +1,176.2% | -637.3% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling