-58.8%
FICO vs JBL
+15.6%
-74.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +3.7% |
| 7D | -0.1% | -5.2% | +5.1% | -1.0% |
| 30D | +8.4% | -17.5% | +26.0% | +4.8% |
| 3M | -30.5% | -26.0% | -4.5% | -34.5% |
| 6M | -35.7% | -28.9% | -6.9% | -38.3% |
| YTD | -57.2% | +10.8% | -68.0% | -57.9% |
| All | -58.8% | +15.6% | -74.4% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling