+602.8%
FICO vs JBL
+1,439.8%
-837.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -15.4% | +4.4% | -19.8% | -16.7% |
| 30D | -10.4% | -8.4% | -1.9% | -8.4% |
| 3M | -22.7% | -14.2% | -8.5% | -20.7% |
| 6M | -36.8% | +29.6% | -66.4% | -45.7% |
| YTD | -44.8% | +37.1% | -81.9% | -54.2% |
| 1Y | -39.3% | +49.5% | -88.8% | -52.1% |
| 3Y | +3.7% | +192.7% | -188.9% | -43.8% |
| 5Y | +101.7% | +411.3% | -309.6% | -20.2% |
| 10Y | +602.8% | +1,447.6% | -844.9% | +54.2% |
| All | +602.8% | +1,439.8% | -837.0% | +54.2% |
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